If AZ is a no go, try CO as an alternative. When I was locating vehicles, I would try to find them in AZ but if they didn't have it, they would actually CO as they're in a different region.
Another option is having the dealer do a vehicle search of the entire country too. Most dealers won't want to bother but there's a few out there that are willing to do business so just find the right one.
I've purchased vehicles from various states and by far AZ is the easiest for purchases that come into CA. TX is pretty easy too btw but they're abit far if you know what I mean. NV is ok but their selections are not as great.
GOod luck!