Mexico is directly south from Arizona.
Arizona and New Mexico are bordered by Mexico to the south.
Mexico
Mexico (the country) is south of California. New Mexico (the U.S. state) is east of California, past Arizona.
Arizona, California, New Mexico, and Texas.
Arizona and California is bordered by the state of Nevada. California and Arizona are also bordered by the country of Mexico.
Directly South: south of Texas, New Mexico, Arizona, Nevada, California.
California, Nevada, Colorado, Utah, New Mexico and the country of Mexico all border Arizona
Mexico....
Arizona, Texas, New Mexico, California
California, New Mexico, Texas, and Arizona
Mexico.