"I’m going to put you back where you belong, aren’t I, Frank. To the wilds of Arizona."
-- Newt Scamander to Frank the Thunderbird (WFT)
Arizona is a state in the American southwest. Much of the land is beautiful, arid desert.
Arizona is the natural habitat of the legendary Thunderbird revered by Native Americans (FB). Newt Scamander brought one named Frank with him to America hoping to return him to the desert southwest, but instead let him go free in New York City (WFT).