The Uniforms of the United States were varied, but the Rough Riders had a unique look that was defined by two distinct looks. At the beginning of the war the Rough Riders were issued two sets of clothing: A set of tan fatigues used by the cavalry troops to clean out the stables and a standard uniform consisting of a blue wool shirt and wool trousers with leggings and a campaign hat.
Then at the end of the war the Rough Riders were issued what they called the "Coming Home" uniform which was of canvas and what the Army was now developing for use by all the troops moving into the new century.
Note that for Arizona Rough Rider functions, we can certainly help you get what you need. To start, a pair of carhartt work pants, a dark blue shirt with two pockets and a brown cowboy style hat are all you need. We have loaner gear and such to help you out.