Maybe they can be persuaded to form their own country instead:

A long-simmering movement by liberal stalwarts in southern Arizona to break away from the rest of the largely conservative state is at a boiling point as secession backers press to bring their longshot ambition to the forefront of Arizona politics.

A group of lawyers from the Democratic stronghold of Tucson and surrounding Pima County have launched a petition drive seeking support for a November 2012 ballot question on whether the 48th state should be divided in two.

The ultimate goal of the newly formed political action committee Start our State is to split Pima County off into what would become the nation's 51st state, tentatively dubbed Baja Arizona.

Backers have until July 5 next year to collect the 48,000 signatures required to qualify for a spot on the ballot. If they succeed, it would mark only the first hurdle in a long, circuitous process that even the most determined of supporters readily acknowledge has little chance of bearing fruit.

"We at least need to get it on the ballot, as a nonbinding resolution, to ask the people of Pima County if they want to be a part of Arizona," Tucson attorney Paul Eckerstrom, a former Pima County Democratic chairman who launched the campaign, told Reuters. "All the stars would have to align for this to happen, but it could conceivably happen by the fall of 2013."

I guess there's no accounting for sore losers in politics.