[The series and its rules are explained here, where you will also find links to the songs for the other states.]
3:1. Get Back: 'Jojo left his home in Tucson, Arizona'. (1, 2.)
3:2. Route 66: 'Flagstaff, Arizona, don't forget Winona'. (1, 2, 3, 4, 5.)
3:3. Little Fluffy Clouds: 'They went on for ever and they... when I... we lived in Arizona'. (1, 2.)
3:4. Take It Easy: 'Well, I'm a standing on a corner in Winslow, Arizona'. (1, 2.)
3:5. Benson, Arizona: 'Benson, Arizona, blew warm wind through your hair'. (1, 2, 3.)
3:6. Rock 'n Me: 'I went from Phoenix, Arizona'. (1, 2, 3.)
3:7. Rhode Island Is Famous For You: 'Copper comes from Arizona'. (1, 2, 3, 4.)
3:8. Let Me Die In My Footsteps: 'Nevada, New Mexico, Arizona, Idaho / Let every state in this union seep deep down in your soul'. (1, 2, 3.)
3:9. Tulsa Time: 'I was goin' on to Arizona, maybe on to California'. (1, 2, 3.)
3:10. Stays In Mexico: 'She was a first grade school teacher Phoenix, Arizona'. (1, 2.)
3:11. Tucson, Arizona (Gazette): 'Tucson, Arizona, rising in the heat like a mirage'. (1, 2.)
3:12. Under African Skies: 'I said take this child, Lord / From Tucson, Arizona'. (1, 2.)
3:13. Goin' Back To Texas: 'I've gone through Arizona, right through New Mexico'. (1.)
3:14. Arizona Morning: 'Mornin', Arizona mornin' / Almost sets me free / Makes me glad to be alive'. (1, 2.)
3:15. Shotgun And A Pistol: 'From dark city Kansas to wild Arizon'. (1.)
3:16. (I'm Spending) Hanukkah In Santa Monica: 'Rosh Hashona, I spend in Arizona'. (1, 2.)
3:17. Arizona: 'I've been empty since Arizona'. (1, 2, 3.)
3:18. Mule Train: 'A guitar for a cowboy way out in Arizona'. (1, 2, 3.)
3:19. Speedway At Nazareth: 'From springtime in Arizona till the fall in Monterey'. (1, 2, 3.)
3:20. Mobile Bay: 'Let's have a drink to Flagstaff, Arizona'. (1, 2.)