This is the U.S. National Archives collection M318. Microfilm may be ordered through the nearest Family History Center. Images of these compiled service records are available at Footnote.com (subscription required); they may be searched by name or by military unit. Note that the only Confederate military unit formed in Arizona was Herbert's Battalion, Arizona Cavalry. An index to the available images is available online at FamilySearch Record Search Search collection
Form more information on the FamilySearch Record Search collection, see [https://wiki.familysearch.org/en/Arizona_Service_Records_of_Confederate_Soldiers_of_the_Civil_War_(FamilySearch_Historical_Records) the FamilySearch Wiki}.
FHL film numbers