Arizona is located in the southwestern United States, bordered by New Mexico, Utah, Nevada, California and Mexico. Phoenix is both the capital and largest city of Arizona. Originally the capital alternated between Prescott, Tucson, and Navajo Springs before permanently becoming Phoenix. Arizona is known for its unique natural wonders like the Grand Canyon, one of the deepest canyons in the world, and the saguaro cactus, the largest cactus in America.