The area now known as Arizona was first annexed in 1848 after the end of the Mexican war. In the treaty that ended the war, the Treaty of Guadalupe Hildago, the land was bought by the United States from Mexico along with the rest of what is modern day California, New Mexico, Nevada, Colorado, Utah, Texas, and Oklahoma.  At the time of the treaty signing, Arizona's boundry with Mexico then existed at the Gila River, miles north of its current border.  However, south of the Gila river was the Lordsburg-Tucson-Yuma route to California, the easiest route to the Pacific. The significance of the route, as well as Gold being discovered in the area,  the land south of the Gila river to Arizona's current boundary with Mexico was purchased. It was known as the Gadsen Purchase.   At the time of the annexation, Arizona was part of the New Mexico territory and did not have its own name or boundries, it was only a county in New Mexico. Arizona would not become a territory of its own until the Civil War.
 

Websites

Stephen Watts Kearny

Arizona in the Mexican War, by PAUL R. MACHULA
http://www.geocities.com/~zybt/mwar.htm

Laws for the Government of the Territory of New Mexico; September 22, 1846 (All of Arizona was part of New Mexico at the time)
http://www.yale.edu/lawweb/avalon/states/nm/kearney.htm

Invasion Yanui: The Mexican War
http://www.humanities-interactive.org/invasionyanqui/

PBS Website about the Mexican War
http://www.pbs.org/kera/usmexicanwar/

Handbook of Texas Online- The Mexican War
http://www.tsha.utexas.edu/handbook/online/articles/view/MM/qdm2.html

Treaty of Guadalupe Hildago
http://users.dedot.com/mchs/treaty.html
http://www.yale.edu/lawweb/avalon/diplomacy/mexico/guadhida.htm

Gadsen Purchase
http://www.yale.edu/lawweb/avalon/diplomacy/mexico/mx1853.htm

Campaigns against Mexico
http://www.lone-star.net/mall/texasinfo/mexicow.htm

Timeline
http://www.usahistory.com/wars/mexico.htm

Mormon Battallion
 

Books/Manuscripts found in the ASU Library Catalog
( items deal with war in Arizona, taken from FE EPH Z-66)

Stephen Watts Kearny, soldier of the West.  by Clarke, Dwight Lancelot, 1885
E403.1 .K2 C5

My confession, written and illustrated by Samuel E. Chamberlain. Introd. and postscript by Roger Butterfield
E411 .C45

The conquest of New Mexico and California in 1846-1848. By Cooke, Philip St. George, 1809-1895.
E405.2 .C77 1964

Lieutenant Emory reports; a reprint of Lieutenant W. H. Emory's Notes of a military reconnoissance. Introd. and notes by Ross Calvin
F786 .U5702 1951

Doniphans Expedition An Account Of The U S Army Operations In The Great American Southwest by John T. Hughes
E405.2 .H87 1962

Down The Santa Fe Trail And Into Mexico The Diary Of Susan Shelby Magoffin 1846 1847
F786 .M22 1962

The Gadsden Purchase and the newly discovered gold mines in adjacent regions, 1856-1865. Compiled from news items in the San Francisco Bulletin by Joseph Miller for the Department of Library and Archives.
 F786 .G14x
 

Manuscripts

Kearny On The Gila, 1990
FM MSM-165

Biography of John Russell Bartlett

The War with Mexico: A University of Arizona Reading List.
FE EPH Z-66