During the middle of June until about the end of July in Arizona we experience something called "Monsoon Season". When I first moved here from PA I had never even heard of this. When I experienced my first dust storm I was amazed at how different the weather can be in the desert. Imagine a GIANT wall of dust heading your way, it is quite amazing.
Here is a photo I found of a big storm we got last summer.
Most of them are not that enormous and crazy, but just before they arrive we get the most gorgeous light and colors in our skies.
This was not edited, just taken with the 'vivid' color mode on my camera. So pretty.
I have been in AZ 16 years and I am still amazed at how beautiful it is.