The American Southwest is a vast, loosely defined area ranging from northern New Mexico and southern Utah to the border with Mexico, and from somewhere west of the Colorado River to, perhaps, the Hundredth Meridian in west Texas. It's a diverse region with major human settlements located at elevations as high as 9,000 feet and as low as sea level. Architecture responds to place, that is to climate, geology, culture and availability of materials. Therefore, in an area as diverse as the Southwest, it stands to reason that its architecture will also be varied in form and structure.
Also, to consider the architecture of the American Southwest independent of that of northwest Mexico would be neglecting a significant connection, if not a crucial source of development. After all, the indigenous cultures were linked by trade, and most of the earliest European settlers came by way of Mexico. Keep in mind that the border between the US and Mexico is a political line that has never been respected by nature. Natural determinants such as climate and flora that help shape architecture, are not confined by any such construct as a political border.
The human cultures that occupied this space must also be considered when one attempts to understand the architecture. These cultures, Native, Hispanic and Anglo are as diverse as the land and climate, thus forming different and, at times, hybrid architectural expressions.