Get yourself a NH non resident permit. You can carry in AZ with it. All you need to apply is your Canadian RPAL and $100. You can get a cheap hunting license and fill out a form 6. Once approved bring one of your Canadian guns with you. After 3 months residing in AZ you can legally buy a gun there with proper paperwork.
Mike C.
You no longer require an RPAL to get a non-resident pistol permit in NH. TO be clear it is $100 USD, and your permit will be good for five years.
NH Non Resident permit is valid in: Alabama, Alaska, Arizona, Arkansas, Georgia, Idaho, Indiana, Iowa, Kansas, Kentucky, Louisiana, Mississippi, Missouri, New Hampshire, North Carolina, North Dakota, Ohio, Oklahoma, Pennsylvania, South Dakota, Tennessee, Utah, Vermont, Virginia, West Virginia, and Wyoming.
Further, Alaska, Arizona, Arkansas, Kansas, Maine, Mississippi, Missouri, New Hampshire, Vermont, and West Virginia have Constitutional Carry Laws that include non-residents, and no permit of any kind of required for anyone, although possession remains a felony for anyone with a criminal record of felonies or violent misdemeanors. I would personally be skeptical of carrying in any of these states as a non-US Citizen/non-resident without some kind of US issued permit.
Canadian Citizens can be eligible to purchase firearms in the United States, under some circumstances. Generally, you need to not have a criminal record of any kind in either Canada or the US, You need to have entered the country legally and WITHOUT a VISA, and you need to have an Alien Admission number issued by the Border Agent who checked your documents upon entry into the US. With your government issued ID and Alien Admission number you can submit for a NICS background check in any state which permits the sale of firearms to Non-residents and you will pass, however you likely will not be approved automatically, meaning you will likely have to wait the 3 day minimum wait time for delayed NICS responses.
Importing a firearm that was purchased in the US back into Canada would be a huge pain in the A$$, so it would be best to just leave it there.