[Half Vast Conspiracy]

I lived in SE Colorado in the Arkansas Valley...pronounce just like the state.

[Sherman Logan]

I had thought like you until I ran into the other pronunciation in the upper valley, around Buena Vista.

According to Wiki:

Name pronunciation varies by region. Many people in midwestern states, including Kansas and Colorado, pronounce it /ɑrˈkænzəs/ ar-kan-zəs,[8] while many other people in Colorado and Arkansas typically pronounce it /ˈɑrkənsɔː/ ar-kən-saw according to a state law passed in 1881.[9]