Arizona is still a state in the union and therefore bound by the federal constitution which gives naturalization authority to the US Congress. Read Article 1, section 8, clause 4.
Naturalization laws can only change from the federal level.
The constitution is the supreme law of the land. Misinterpretations of it can be challenged by the states. IF enough states AND THE PEOPLE decalre anchor babies are NOT citizens, then the feds will be reigned in. This applies to a helluva lot of topics, inclcluding the grotesquely misinterpreted Commerce clause as well as Article 1, Section 8, clause 4.