It is against the law for a person under the legal drinking age (which is 21) to buy, receive, have in possession, or consume alcohol (A.R.S. 4-244).
If you have or use alcohol when you are under the age of 21, you may be put on probation, have your driving privileges suspended, or pay fines or damages.
Laws may have changed since the last time this article was updated. The current and most up-to-date laws can be accessed here.