If what you filed was an 1120S with a lot of zeroes then yes, you should amend as soon as possible. The filing clock for March 15th has stopped (because you filed a return) but the IRS is currently generating letters about any 1099s that your S-Corp received and wondering why that wasn't included in your return.
Since you're filing an amended return federally I would just go ahead and send in an amended Arizona just to be on the safe side. You'll be including a copy of the federal with the Arizona return so Arizona will know that it was an amended federal so it should be fine.
@minterstate
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