Let's say I am foolish enough to drive my car across the Colorado River into Arizona. What do I need to keep from being detained as an illegal alien?
My California driver's license is invalid. Only an Arizona license is accepted. I would need to carry my birth certificate (I mean, really, who brings their birth certificate when visiting the Grand Canyon?) or a passport. It wasn't too many years ago when I didn't need a passport to travel back and forth across the US-Mexican border now I'm going to need one to enter Arizona.
I guess I could carry a US Certificate of Citizenship. That sounds like a nifty thing to have and Arizona accepts those. However, the US Government won't issue a Certificate of Citizenship to me because I am a natural born American citizen.
Unless the Arizona police do racial profiling they are going to have to arrest as an undocumented alien almost every tourist that enters the state and commits a simple traffic violation. So my advice for visitors to Arizona is - go to New Mexico instead.