The capital, and largest city, of the U.S. state of Arizona, Phoenix, is also the sixth most populous city nationwide, the most populous state capital in the United States, and the only state capital with a population of more than 1 million residents. Its climate might tempt you to spend all your days sipping margaritas next to the swimming pool, but from culture and natural venues, to entertainment and adventure, the city offers many things to do and explore.