Arizona was a state in the United States.
Doc Brown took a DeLorean time machine to 1882. He gained access to a stable in Old Stump, Arizona, which he used to repair the DeLorean. A sheep herder inquired about the time machine, which was under a tarp. Doc used his common claim that it was a "weather experiment", which appeased the man, and allowed Doc to continue repairing the DeLorean in peace.