If you already claim State and local taxes as a federal itemized deduction, you can't claim it separately unless you claim sales taxes and not state and local taxes as an itemized deduction.
As far as the state of Arizona,I have located this on the State of Arizona website where you can file a claim for a refund directly with them. in fact as I researched this, the only way yoiu can claim a refund is filing directly through AZTaxes.gov. Click on the clickable link above to receive your refund.