Phoenix, Arizona is in southwestern Mexico.
Arizona ( [ ɛərᵻˈzoʊnə , _ ærᵻ - ] ) ( Hoozdo Hahoodzo [ xòːztò xɑ̀xòːtsò ] O'odham : Alĭ ṣonak [ ˡaɺi ˡʃonak ] ) is a state in the southwestern region of the United States . The Gila River Valley is a multi-sectioned valley of the Gila River , mostly in Arizona . Phoenix ( [ ˈfiːnᵻks ] ) is the capital and most populous city of the U.S. state of Arizona .