Unless you are familiar with the climate in Southern Arizona, you might not think there would be a lot of mushrooms. Well, actually that is true to an extent -- certainly not like the Northwest.
But, Southern Arizona has many mountain ranges. Mountain Ranges get rain. Rain brings Mushrooms.
And, since it is our Monsoon Season, lots of rain, and maybe not lots, but nonetheless mushrooms can be found.
Here's a photo of one I found yesterday in Rose Canyon on Mount Lemmon: