With these interstate bequest/intestate succession transfers - 3 sets of laws have to be obeyed.

The starting state(PA in this case), federal, and the receiving state(AZ in this case).

PA and federal aren't a problem with such things, but the state in which the firearm(s) are to go to may. ...which I doubt with Arizona.

Example issue:

1. An "Assault Weapon" as defined by an anti-gun state, likely wont be allowed to be transferred to an anti-gun state.
2. In some states, a handgun would need to be transferred/registered, or have a possession permit to receive it(and abide by mag restrictions if a factor).

States like HI, CA, IL, NJ, NY, MA, CT, RI are certainly problematic. MI requires handgun registration. ...there may be more.