When Congress passed the Uniform Time Act in 1966, Arizona tried observing daylight savings for a year and decided to not observe it after much negative reaction. They have never observed daylight savings since.
Think about it: if you were in the desert, the last thing you would want is extra daylight. Because of the hot climate, adding an extra hour of daylight would cause more of an energy crunch with AC working longer and harder. ( This part of the answer is retarded cause you are just changing the time, not magically moving the sun to make the daylight longer. The days are gonna be longer in summertime because the earth has tilted on its axis and we are receiving more light and you are gonna use the same amount of energy anyway. DST is just a way for big businesses to capitalize on the more sunlight during these months, Arizona just realized this was BS and refused to comply)
Arizona is on Mountain Standard Time (MST) year-round. The only exception in Arizona is the Navajo Nation, in northeastern Arizona, which does observe Daylight Saving Time.