Stupidity like this is why no matter how much political power they may gain, it's nigh-impossible to take conservatives seriously.
Members of the state Legislature, including Arizona's de facto governor, Senate President Russell Pearce, have introduced a bill that essentially would have Arizona secede from the union without having to do so officially.
It's called SB1433, (See it here.) It creates a 12-member committee within the legislature that could "vote by simple majority to nullify in its entirety a specific federal law or regulation that is outside the scope of the powers delegated by the people to the federal government…"
Committee members themselves would decide this, then pass along their recommendation to the full Legislature. If, in turn, a majority of state lawmakers go along with the committee then, according to the bill, "this state and its citizens shall not recognize or be obligated to live under the statute, mandate or executive order."
No, you can't secede. We had this discussion a while back. The "you can't secede" guys won the argument.