First, here is the Arizona Residential Landlord Tenant Act Here:
http://www.azsos.gov/public_services...esidential.pdf
This may help you figure out exactly what your remedies are.
Second, try calling Community Legal Services. They are free/low cost legal services in Arizona. They may not take your case but they can guide you.
Send a demand letter for your money. Cite the statutes (should be in that document). Then you can sue.
Small Claims is for up $2500.
But that ARLTA will spell out your rights.