Arizona's movie is...

Raising Arizona

This screwy, surreal take on parenting just wouldn’t work in another state. The sweeping, empty vistas of The Copper State help to bring the characters sharply into focus, and with hardly anything else in sight, you start to believe Coen’s own special brand of insanity. Although we’d be remiss if we didn’t also acknowledge the rich history of Westerns filmed in Arizona, especially in Monument Valley.