There actually is some ice in Arizona, though, admittedly, it doesn't form up consistently from year to year. Located to the south of the Mt Lemmon highway a few hundred yards up the slope near milepost 11. The approach gully to the base of Neptune at the Reef of Rock on top of Mt. Lemmon is rumoured to get iced up. Descending to begin climbing may be the crux. Some ice has been climbed above the Golden Pond at this rock-climbing area 40 miles west of Flagstaff.
Rumours suggest the possibility of ice.