The train was an all-Pullman extra fare limited assembled prior to World War II for the specialized purpose of providing winter Pullman sleeping car service to Phoenix, Arizona.

The Rock Island-Southern Pacific Golden State, traveling the "low altitude route", had also serviced Arizona and the southern California (Palm Springs) resort areas since its inception on 2 November 1902.

[1] Lounge and observation space on the Arizona Limited was provided during the first season by two special Pullman cars, both having an observation-lounge, two double bedrooms, one-compartment and one-drawing room; the American Milemaster, which had been on display at the 1939 New York World's Fair, and the Muskingum River, the all-stainless steel sister car to the American Milemaster.

During the second season, the 1936 articulated two-car Pullman combination, originally named Advance and Progress, alternated with Muskingum River.

At that time, their names were changed to Bear Flag and California Republic, which they retained in the service during the second and final season of the Arizona Limited.