From the dry desert of the south to the mountains of the north—Arizona has a varied topography. When residents of Phoenix visit the city of Flagstaff, they sometimes find it more difficult to breathe?

The reason is because Flagstaff is at a higher elevation than Phoenix.

Explanation:

The air is thinner at higher elevations. You can google Flagstaff's elevation compared to Phoenix but the simple answer is that air is thinner at higher elevations and some people used to 'thicker' air find it harder to breath, especially after some strenuous exercise.