Spotting

As felipeviajero said, it does indeed look like a cornflower. It's actually a plant native to Europe, but the wiki link I added in the suggestion also says that it "readily escapes gardens", which is why you may have found it in Arizona.

It looks like a cornflower. I don't think they are native to the southwest, but I think they are common in winter gardens in the Phoenix area. We even had some in our garden in Tempe, AZ (until it got too hot for them)!

Is that native to Arizona? I'm wondering if its just a random "bird dropping" that was in favor of nature and took. Edge of our property and we don't exactly water the desert.

I think this is some Centaurea sp., just suggestion :)