I can't help you with recipes or specific techniques, but Arizona does have fishing and fish. You don't need an ocean to find fish, as I'm sure you know!
I know that there are trout and even rainbow trout to be found in AZ. I think making a 'fake' rainbow trout could be a lot of fun. Getting something to give you that colouring and speckling. I bet there are folks here who could help with some of the decorative ideas - there are so many decorative techniques for food and the modernists have several tricks up their sleeves.
I'd love to see such how such a project would develop!
Images of rainbow trout: