In order to file bankruptcy in Arizona, you must be living in the state for the greater part of the 180 days prior to the bankruptcy filing. In most instances, this means that you must have lived in Arizona for more than 90 days before you can file your case in this state. Otherwise, you would need to file in the state in which you moved from.
Filing in your prior state could be problematic because you are required to attend a court hearing approximately 4-6 weeks after your case is filed. This would mean that you would have to travel back to your prior state to attend the hearing.