Tucson played host to the film "Misfortune, recently shot there.  As per the Arizona Daily Star:

"This is IMDb’s quick rundown of the new crime thriller “Misfortune”: “When a young man, down on his luck, learns about his father’s killer’s parole, it sets off a cat and mouse chase through the hostile desert, searching for a hidden family inheritance.” Guess what city plays the “hostile desert” in the flick?  Yup, yours truly. Tucson."