Moved from Narrow-winged Damselflies.

and there clearly are too many Argia for our poor brains. Here is an image of a Springwater Dancer that looks good. And here is a Tonto, which also looks pretty good. At least many of the Argia barely get into southern Arizona, so you can dismiss them, and many of the others don't seem to have blue-form females, so you can dismiss them. But you'll clearly need someone from that part of the country to help you out on this one!

This is a female, and now that we've seen the image of your male we want to be a little more cautious. He is not a male vivida and she seems too blue to be a female sedula. So if they are a pair, they could be something totally different from both species. And now we're even curiouser!
See for possible male of the species.