The United States shall guarantee to every State in this Union a Republican Form of Government, and shall protect each of them against Invasion; and on Application of the Legislature, or of the Executive (when the Legislature cannot be convened) against domestic Violence.Arizona's gov could declare that the armed Mexican drug gangs which have effectively taken over parts of Arizona territory constitute an invasion, and demand the courts issue a "writ of mandamus" against the feds to fulfill their Constitutional duties.
What I'm pointing out is that the Supremacy clause does not mean that the Federal government is supreme in anything it deems to be supreme in.
The Supremacy clause says that anything delegated to the Federal government as a power from the Constitution is supreme. I don't see anywhere in the Constitution where enforcement of immigration is a power delegated to the federal government, so a Supremacy clause challenge in the courts would actually be a challenge to the 10th amendment.
Besides, I cited the relevant federal code in this post (back in May) that gives Arizona the right to detain suspected illegal aliens for follow-up by federal authorities (Title 8 Chapter 12 Section 1324 (c) - Authority to arrest).
-PJ