As it stands, they haven't played Arizona in over a decade. The band was on a lengthy hiatus/breakup, and reunited for some shows in 2007 and have continued to play sparingly. Rage withholding live performances from Arizona is about as threatening as The Smiths of Led Zeppelin taking up the cause, or Gary Larson promising not to let new strips of The Far Side run in Arizona until the immigration law is repealed.
Washington State on the other hand, which does not have an immigration law that has provoked the ire of the musical establishment, has not seen a Rage Against the Machine show in 13 years. The last show was at the Gorge on Sept. 12, 1997 (a show that, btw, the local sheriff tried to prevent).