Generally, in Arizona you have to have lost your job through no fault of your own in order to collect unemployment.
In most cases, this means that if you get fired, you cannot collect unemployment benefits.
If you get fired from your job, you should go ahead and apply for unemployment benefits, because there are some cases where you can be fired from your job and still get benefits.
If you feel like you were fired unfairly, or there were extenuating circumstances, be sure to tell you unemployment counselor about them. If your unemployment application is denied because you were fired, you also have the right to appeal the decision.