Arizona and Hawaii are the two states which are said not to observe the daylight saving time. The day basically involves turning back clocks for one hour and it is done on the first Sunday in April until the last Sunday in October. There is a federal law known as DST which is observed in states that do not want to follow this.
I liked very much both Baby.Ruth and JCC answers... Still another wonderful thing about traveling through the magnificent state of Arizona was that they do not observe daylight savings time!
I also appreciated the comments under JCC's response. Auto accidents increase for several days after the time changes between daylight and standard time...but the "plus" side (if you can call it that), is that businesses have an hour more of daylight to get your shopping dollars.