Arizona Bluebird is watercolor of a Western Bluebird. My family and I watched this character while hiking in Sedona, Arizona. According to the Cornell Lab of Ornithology, you can most often find Western Bluebirds perching near the ground and foraging for insects. They are known to make nests in both living and dead trees, making them perfect tenants for recently burned or logged forests. Simply provide a few nest boxes in your yard, and, assuming you live in the American West, you may just have some daily blue visitors.