The Arizona of this adventure is sort of a mashup of mythic and real elements taking place in the real physical Desert Southwest. Not unlike the excellent Burning City series, by Pournelle and Niven, which takes place in California and crosses into Arizona in the latest book, it is the magical meeting place of multiple races and civilizations.
The commonality of civilization in this adventure is bound by the physical watershed of greater Arizona. The centerpiece, is of course, the Colorado River, flowing down from Lake Powell through the Grand Canyon. The headwaters of the river actually start in way off New Mexico, up near Farmington, which mark the distant limits of the common civilization.
Further east of Farmington begins the headwaters of the Rio Grande, flowing down through NM into Texas, which define the neighboring foreign civilization. [These two civilizations were once connected by the Highway of the 10 Immortals (yes, I-10), but that highway connection has been broken down east of Tucson by the mysterious undead empire centered in Tombstone.]
The watershed flows northwards from Tucson towards the great rivers that cross central Arizona, the Salt and the Gila, which also eventually drain into the Colorado. The Colorado drains down through Yuma across Mexico and into the Baja Gulf, which will form the southern edge of the campaign map.
A great sand-dune desert exists north of the Baja Gulf, still in Mexico south of the Arizona border, providing an excellent local for Egyptian-style desert adventures. A great lava field El Pinacate sits at the center of this desert, offering a multitude of adventuring opportunities.
The Grand Canyon offers up a Lost World environment, chock full of dinosaurs, lizardmen, cavemen, etc.
The area of the Prescott Forest, stretching from from Wickenburg to Sedona, is Giant Land, including giant varieties of every type of animal and insect.
The area of the Tonto forest through the Apache reservation to the borders of NM is home to Humanoid and Demi-human civilization. Goblins and Orcs dominate to the east, with dwarfs along the western edge of the mountainous zone, and wild elves in the north.
The area of the Coconino forest along the Mogollon Rim is Enchanted Forest, full of every magical forest creature.
The Rocky Mountains to the north of Arizona are Dragon Lands, full of Giants as well.
The area around Tombstone is an Undead Empire, animated by some unknown evil force.
The Petrified Forest up along I-40: a literally petrified forest, home to monsters that turn things to stone.
The major human settlemenst: Tempe and Flagstaff, home to the good and the evil societies of Arizona. Tempe, home to the Applied Spellcasting University (ASU), the center of lawful human civilization. Flagstaff, home to the Necromantic Arts University (NAU), also center for slave trading.
Sin City, roughly of course, Las Vegas, on the far boundary of the map, home to devils and various other forces of evil. Sin City is the end point of Route 666, the Devils Highway, which follows roughly Route 66/I-40 across northern Arizona.
The northern plains and grasslands are contested by Insect Civilization, led by the Mantis Men.
Shiprock, located physically in NM, actually a gateway for inter dimensional Gith civilization.
Bullhead City, the homeland of the Minotaur kingdom.