Who's the moron that started the hype about Arizona becoming some Democratic state? The Democrats haven't made any improvements in the state in the past several election cycles; 2016 was simply a poor GOP performance in the state, not some great Democratic inroads.
2016: 44.58% Clinton | 48.08% Trump
2012: 44.45% Obama | 53.48% Romney
2008: 44.91% Obama | 53.39% McCain
2004: 44.32% Kerry | 54.77% Bush Jr.
2000: 44.67% Gore | 50.95% Bush Jr.
1996: 46.52% Clinton | 44.29% Dole
Arizona took strong D swing from the 2012 election to the 2016 election. This happening in a state with had not voted more than once for a Democratic nominee in a Presidential election since 1948 looks much like Virginia going into 2008. Disapproval of the President in Arizona is high enough consistently that anyone who thinks that Arizona won't be trouble for President Trump is a fool. Republicans' hold on a Senate seat in 2018 in the state looks shaky, and if anything happens to John McCain, then the Republican hold on the seat will itself be shaky.
Lots of people were surprised to see Virginia going for Obama in 2008, but the portents were there. Much the same portents appear in Arizona this time.