Capital: Phoenix Founded: 1912 Interesting facts: Home of Billy Bob Thornton, Stevie Nicks and Linda Ronstadt. Arizona is one of the states that form the Four Corners, the only location in the United States where four states intersect at one point. The other three states are Colorado, New Mexico, and Utah. Arizona is the largest copper producing state in the United States, accounting for 60% of all copper production in the country. The only place in the country where mail is delivered by mule is the village of Supai, located at the bottom of the Grand Canyon. In Arizona, it is illegal for donkeys to sleep in bathtubs.