Colorful Large Wasp (?) on Milkweed Arizona USA
Possibly a tarantula hawk (because of its red wings and metallic blue body), and because they inhabit the Southwest US. It being on the flower in the picture makes sense as “...adult tarantula hawks are nectavores and feed on flowers”. They have very painful stings, but as with most insects, if nobody bothers them, they won’t bother you.
The females hunt down and paralyze tarantulas and lay their eggs in them, hence the name. Freaky, isn’t it?

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