It gets reported in both. Arizona will need the sale reported because it is not your primary residence. You will file a non-resident tax return for Arizona. Even if there was a loss on the property, second home sales typically have a Form 1099-S prepared and the state will expect to see that reported.
Delaware will need to have it reported because that is your state of residence.
How to file a non-resident state return?
https://ttlc.intuit.com/replies/3302052
