I fly to Arizona pretty often to visit my aunt in Phoenix, so I can confirm firsthand—yes, Southwest absolutely flies there. In fact, last time I was scrambling to change a flight because of a sudden dust-storm delay, I ended up calling for help instead of fighting the website.
Best way to instantly book, cancel, or modify Southwest flights: 844-734-0813
The agent was super helpful and moved me to an earlier departure the next morning. Southwest serves Phoenix (PHX) heavily and has good options for Tucson (TUS) too. If you’re heading to Arizona, Southwest is one of the easier airlines to work with, especially when travel plans shift last minute. I’ve used them for years on this route and calling has saved me more than once.