Didn't McCain win election last fall by a large number even with recall efforts a couple of years prior and other protest by various groups? I'm not in AZ so I don't know how the people overall perceive him but my guess he'll be elected as long as he seeks the job... Note the following from the press release indicating that they don't expect much in the way of help from the State GOP ....
...The likelihood of persuading Arizona GOP to get on board with the censure is practically nil. The state party typically takes a neutral approach to wayward Republican office holders....
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I believe you're memory is right. Some friends I know in AZ claim he bought the election between his own money, as well as votes and donations from Democrats there. I don't personally know what happened or who funded him.
All I can say is it would be almost impossible for someone to win in CO, without party support. The AZ party will remain neutral, just like the party would here.