Depending on the circumstances, you may be able to. It depends in part on what your arrangements for legal decision making and parenting time are. Ultimately, the court will decide whether the relocation is in the children's best interest.
There are special rules in Arizona if one parent wants to move away with a child. Generally, when both parents share legal decision-making authority and substantially the same parenting time, the moving parent is expected to give 45 days' notice before either: