There is no Indian Consulate in Arizona!
Since Arizona comes under the jurisdiction of Consulate at San Francisco, the nearest Indian Consulate you should visit is located at San Francisco at the below address
San Francisco Consulate Address
Consulate General of India,
540 Arguello Boulevard,
San Francisco, CA 94118
Helpline Tel: 415-668-0662
See more about San Francisco Consulate at here – http://passportindiaguide.com/indian-consulate-in-sanfrancisco/