Arizona: Raising Arizona
The most iconic film to come out of Arizona was the Coen brothers' project, Raising Arizona. While there have been tons of films dedicated to Arizona's deserts, the Coen brothers dedicated this one to the state itself.
Arkansas: Sling Blade
Arkansas isn't a popular place to film, but Billy Bob Thorton's Sling Blade is a knockout, and one of the state's shining achievements.