Arizona isn't as grand as you think. I know that the border between the US and Mexico goes right through Phoenix, and I don't mean geographically. They do have a great open carry attitude though.. The state cops told me if they see it open that's fine by them. At the time anyone could open carry, you didn't need to be aresident.
I also know they're po'ed about the way that Obummer said they couldn't enforce their border law. They're now poking a finger in his eye over 2a. I can't blame them for that.