Arizonans will proudly tell you this was where the West was won, and they’re right: what they don’t mention is that the people who won it were the most motley assortment of ne’er-do-wells, misfits and out-and-out crooks ever assembled in the western hemisphere. Then, as now, the frontier towns of Arizona were a magnet for outcasts from across the Union.

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Just down the road from where I was sitting was the OK Corral, scene of the notorious gunfight, where — as everyone knows — Doc Holliday and the Earps took on the Clanton gang and won. What not everyone knows is that Holliday was a failed quack dentist, and Wyatt Earp looked (and, many historians would argue, acted) exactly like a rat with a grievance. They also outnumbered the Clantons, who only had one gun between them. Heroes they weren’t.

Mind you, they did know how to party back then. Up the street, the Bird Cage theatre-cum- brothel hosted a poker game that went on 24 hours a day for eight years. You won’t find that here today — the marshal would never stand for it — but that lawless spirit still survives in Cochise County, just 20 miles down Highway 80, in Bisbee.

It’s a gorgeous little place — just as historic as Tombstone, and a lot more picturesque — a jumble of clapboard houses clambering up the steep sides of a gulley. A mining town that boomed in the 1880s, it was home to an extraordinary number of brothels, and plenty of riots, gunfights, bank raids and general bad behaviour. (Bizarrely, it also had a cricket team — some of the miners were Brits.) It still has that edgy, frontier feel. On the bar-lined streets, skinny guys in cowboy hats gunned their Harleys and hollered, and sunburnt dropouts muttered happily to themselves on the street corners.

As night fell, I wandered up Brewery Gulch to St Elmo’s Bar. A huge moose head on the back wall was adorned with female underwear. A gang of bikers was playing pool for beer out back. I chatted with Joe (who was on welfare but cooking eggs on the side at a local diner), Dana (who had a foolproof plan for the perfect internet scam) and Lucas (an enormous man with a beard flowing over his copious belly, who had wandered into town four years ago and “just sorta stuck, you know?”). Dreamers, drifters and oddballs all: none of them would have been out of place in the Bisbee of a century ago.

NURSING A western-sized hangover, I looped through the high-plains ghost towns of Gleeson and Courtland — hell-raising metropolises in their day, left to the rattlesnakes now — and wound up in Patagonia, a classic small ranching town, neat and prosperous. While I was filling up at the Politically Incorrect Gas Station (there’s a big male chauvinist pig painted on the side), I got chatting to Greg, a farmer, lounging in cowboy hat and checked shirt.

“Bin driving around?” said Greg. “Seen many illegals?”

“Illegals” are the big local issue here — Mexicans sneaking over the nearby border. Some die on the way, defeated by the waterless, unforgiving land. National politicians had recently been calling for tougher measures to stop the flow. I braced myself for a bout of xenophobia — Greg looked about as redneck as they come.

“Those Washington guys have got it all wrong,” he said, spitting to one side for emphasis. “They say we should stop leaving food and water out for ’em, but I’m going to go right on doing it. Those boys do some hard walking.”

Really? Even though they’re illegal immigrants?

“Hell, son, we’re all illegal immigrants! Ask Cochise, ask the Indians. This is Arizona, we’ve always found space for the people nobody else wanted. That’s what makes it a great state!”

And with that, he climbed into his pick-up, gunned the engine and was away. As the vehicle receded, I saw his bumper sticker. It read: Arizona — Welcome to God’s Country. And from wandering Mexicans to metaphysical misfits to fly-driving tourists, everybody is.

• Stephen Bleach travelled as a guest of the Arizona Office of Tourism
  Travel details: British Airways (0870 850 9850, www.ba.com) flies from Heathrow to Phoenix, from £424. BA Holidays (0870 243 3406, www.ba.com/holidays) has a 10-night fly-drive from £639pp, with flights from Heathrow to Phoenix, including car hire. Or try Bon Voyage (0800 316 0194, www.bon-voyage.co.uk), or 1st Class Holidays (0845 644 3545, www.1stclassholidays.com).

  There are plenty of motels throughout the state. In Bisbee, it’s definitely worth staying at the Shady Dell RV Park (00 1 520 432 3567, www.theshadydell.com), where vintage trailers cost from £23 a night. For comprehensive listings, call 020 8741 7256, or visit www.arizonaguide.com.

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