The Arizona permit is currently valid is 36 other states and can be obtained by non residents. I just took the 1 hour classroom only class yesterday($48, mail in $60 for the 5 year permit). The guy also does a 30 minute conference call($40 and you follow along with an online powerpoint) that gets you the permit. A lot of out of staters take that "class" apparently. There are some states that recognize the permit, but require you to be a resident. If you are a resident of that state then the Arizona one will be the same as getting it at home.
Check it out. http://ccwazschool.com/index.php