And you shouldn't have to worry about a Deficiency Judgement; Arizona is a Non-Recourse State.
Something else to check on, because there are exceptions to the Non-Recourse laws.
It is unfortunate that you are forced into a Foreclosure; consulting a Real Estate Attorney would probably be worth it; I doubt that there are any R.E. attorneys here on Trulia.
Good luck and may God bless
And as is pointed out, check with a tax professional as well as an attorney as you may be liable for for the banks loss in a foreclosure should your state allow them to do so.