Clinton made a serious effort to flip this state after coming close in 1992. His message of whether people were better off in 1996 compared to 1992 resonated with voters in the state - his support increased in Pima, Maricopa, and the northern counties, which provided him with his margin of victory. (Of course, by the late 2010s the winning Democratic coalition in AZ would be very different compared to 1996 - this is mostly due to Maricopa County diversifying and shifting left, as 2016 marked the first time in history that it voted more Democratic than the state at-large.)
Arizona's rural areas have also become much more Republican over the past quarter century. Clinton was the last Democrat to carry Greenlee County, which never voted Republican prior to George W. Bush's win there in 2000. He is also the last Democrat to win Gila, Pinal, Navajo, and La Paz Counties.