Since 1948, when Harry Truman managed to cary every county in the state, exactly one Democrat has managed to win Arizona's electoral votes, Bill Clinton in 1996. (Strangely, he lost Colorado that same year, where he'd won in '92. Go figure).
Arizona appears to be within reach next fall for President Barack Obama, though.
Official portrait of Barack Obama
Public Policy Polling (4/28-5/1, Arizona voters):
Mitt Romney (R): 48
Barack Obama (D-inc): 44
Barack Obama (D-inc): 46
Mike Huckabee (R): 44
Barack Obama (D-inc): 49
Sarah Palin (R): 38
Barack Obama (D-inc): 48
Donald Trump (R): 36
Barack Obama (D-inc): 47
Newt Gingrich (R): 40
Obama's beating all Republicans but Romney, whom he only trails by four. These are fairly typical numbers for a targeted state - actually these numbers are remarkably similar to Obama's numbers in Democratic-leaning Pennsylvania from a few weeks back - but pretty strong for a state most would have considered "lean-Republican".
This poll was conducted prior to the killing of Osama bin Laden, so it doesn't reflect any bounce from that.
Pollster Tom Jensen writes that Obama has a weak Republican field to thank for his competitive numbers:
Arizona voters might not like Obama, but they like him better than any of these folks. Huckabee's favorability is a 35/48 spread, Palin's at 32/62, Gingrich is at 26/59, and Trump comes down at 24/66. Particularly noteworthy in Trump's numbers is that even among Republicans only 38% have a favorable opinion of him to 49% with a negative one. We'll have to see if our polling nationally and in other key states over the next few weeks confirms it, but those numbers suggest that the Trump bubble is already starting to burst.
Indeed, the President's long-form birth certificate may have killed the Trump boomlet once and for all. But the rapid rise and fall of Donald Trump's festival of hair does indicate the volatility of the GOP field as it currently stands - all the front runners are sufficiently unpopular that it's relatively easy for a loudmouthed upstart to jostle his way into the top tier of candidates simply by throwing some birther-scented, tea-marinated red meat to the base.