The Constitution is informative here. In Article IV, Section 4, the federal government is required to "protect each [state] against Invasion; and [on request of the state government] against domestic Violence." As St. George Tucker noted, this provision guards against "the possibility of an undue partiality in the federal government," for example a "sectional" president who might, for political reasons, decline to protect states in a certain region. Today the federal government, at the direction of the president, has declined to carry out its duty under Article IV. Leaving aside its other possible consequences, this intentional failure to protect Arizona raises the question of what action the state is now entitled to take under the Constitution.
This brings us to Article I, Section 10, Clause 3, which provides that "No State shall, without the Consent of Congress ... engage in War, unless actually invaded, or in such imminent Danger as will not admit of delay."