"Arizona" is the adjective in the sentence.
Adjectives are words that add, modify, or describe a noun in a more precise way. They give extra meaning and description to the nouns or pronouns they are associated with. In the next sentence -
"In North America, I have photographed cacti from Mexico to Canada, and I think the cactus from Arizona are the most beautiful."
the writer talks about different succulents he has photographed. And among these, he found the most beautiful cacti in Arizona. In the case of naming a cactus as a specific creature, "Arizona" is used as an adjective in this case because it gives a description of the particular cactus that the narrator finds most beautiful.
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