The Tucson Museum o' fArt has a great display of Maynard Dixon paintings, one of the great painters of the American West, and former Tucson resident (he died in 1946). Lots of amazing works, many set in Tucson or parts of Arizona and New Mexico. You've probably seen a lot of these paintings, even if you can't recall any of them. His impressionistic style was well-suited to the desert southwest, where photos often can't fully convey the experience of epic scenery.
One of my favorites was 'Sky and Sandstone' (it does not look like any of the postage-stamp scans on the web), with Navajo (or Apache) riders against the background of a stark blue desert sky. The sky is a smooth gradient from deep azure down to turquoise above the sandstone on which they stand. The interesting thing is that he put most of the color variation down in a corner, in pockets of sandstone.
Another fascinating technique is employed in 'Corral Dust', which is a typical ranch scene, but he really managed to capture the look of dust, which must have been quite a technical challenge. From up close, it just looks like a large, mostly featureless splotch, but if you step back, your eyes start filling in details.
The show runs through 2/15 and is free the first sunday of each month.