The American Southwest is primarily arid, or dry. Several factors cause the aridity. There are persistent high pressure systems that place a cap on potential rainfall. Because high pressure compresses air at the surface, the ground heats up, which keeps moist, warm air from rising, preventing much cloud formation. Thus, there are many arid, sunny days.
Rain shadow effects cause much of the aridity as well. A rain shadow happens when moist air is blocked by mountains. The rain shadow occurs on the side of the mountainous area opposite to the wind. If the wind is coming from the west, the rain shadow is on the east. That's the case with the American Southwest.
Another factor affecting the aridity are the seasonal patterns of jet stream position and air circulation. With the high pressure systems, the jet stream is moved, usually to the north. The jet stream is usually cooler, so it helps explain the intense heat in the areas.
There are many variable components to all of this. The summer monsoon season is a chance for much of the area to get beneficial rain. The other best chances for rain occur in the cooler months, November to April.
We can't move forward without touching on the most visited tourist attraction in the American Southwest, and the role the environment played in creating it: The Grand Canyon. Here's the thing - geologists can't agree on exactly how the Grand Canyon was formed, other than to state that the Colorado River carved it over the years. Regardless, it's a place that everyone should visit. Pictures do not do the Grand Canyon justice. You can look at it , be amazed, move ten feet, look at it again, and the look completely changes.