UPDATE 5:43pm: Tornado Warning near Blythe, California! Average flight delays more than 3 1/4 hours at Las Vegas. Southwest Airlines has grounded flights until 8pm Central time in the area due to high winds and thunderstorms.
AccuWeather has a special video report here.
Update, 9:45pm: There was indeed a tornado that crossed I-10 at Blythe blowing over semi's and causing other damage. Winds gusted to 94 mph at Ajo, Arizona. A tornado warning was issued for the Scottsdale area. Radar indicated a nice swirl in the area (see image below). The governor of Arizona has declared a state of emergency for the entire state.
The swirl is near Scottsdale and is in the image east of I-17 and above the "F" in Fountain Hills.
We now have reports of a tornado at the Desert Ridge Marketplace Mall in Scottsdale. This is across the street from the large J. W. Marriott Resort.