a majority of desert races happen in california, nevada, and arizona state side. or go to mexico for the baja 500 and 100.
it is very expensive to build a truck and go race. most people can't afford it. trophy trucks are about $500k if I'm not mistaken, however there are a lot of other classes you can race.
not sure if this will open, but look here for the classes and rules. some classes are limited to whats allowed in a truck. BITD and SCORE is who you look up for info on rules and fees.
http://www.bitd.com/images/stories/pdfs/2015_CTRuleBook.pdf
It is very expensive to just go out and race, usually you'll need a team for a pit crew, ton of spare parts, gas, tires ect.
I know a company here in vegas, VORE, you can go rent one of their rangers, the price ranges from $8500-49,000 depending on the race, but that pays for the truck, gas, crew and everything else included. just show up and race.
I drove the vote trucks and they're a ton of fun, expensive but fun.
hope this helps a bit.
Edit: Vore has a variety of packages, they have short course, desert trails or raptors you can drive. the $8500-49,000 is the cost for racing only. For example I did 30 miles in the desert (15 driving, 15 co-driving and 10 laps on the short course for $750.