She was buying a fan, and here in AZ you can’t buy alcohol without being a member.
Here are lots of pages that say you can:
http://www.google.com/search?q=arizona+alcohol+warehouse+clubs+non-members&btnG=Search&hl=en&safe=off&client=firefox-a&rls=org.mozilla%3Aen-US%3Aofficial&channel=s&sa=2
I know we can in California.
I have to admit Costco’s website doesn’t list Arizona.