HUD homes are listed in MLS, though there isn't a specific search field we can use to find them. Instead I do a remarks search looking for "HUD".
A good source for you, if you want to search for yourself is the HUD website for Arizona:
You can find every home up for auction, for any city that there are homes in Arizona. It's difficult to apply any further criteria to the list, but at least you can see what's available right now, the size, price, and a picture.
The nice thing about MLS, is that we can be notified when a new home comes to market in the area/price/size you are looking, rather than querying the auction site every date, wondering if there's anything new. Feel free to contact me, if you'd like me to set up a search for you via MLS, if you find the auction site limiting.