I found a couple pasty sources in Phoenix at AZCentral
These look like the real deal, but some frou-frou ones are there, too. Cornish Pasty Co.
The heavyweight pasties look like braided loaves of bread, but stuffed inside is an assortment of goodness. Try the Oggie ($7), stuffed with steak, potatoes, onions and rutabaga served with a side of red-wine gravy or ketchup. The lamb and mint ($8.50) is among a dozen other signature pasty fillings. Still hungry? Try the baked apple dessert for $5. Details:
960 W. University Drive, Tempe, 480-894-6261; 1941 W. Guadalupe Road, Mesa, 480-838-3586. cornishpastyco.com
I don't know that I trust anyone making a pasty with puff pastry (do you call it a puff pasty?). George & Dragon
The Cornish pasty (rhymes with nasty), or meat-filled semicircles of pastry with a crimped edge, are said to have originated with miners in Cornwall. At George & Dragon, puff pastry is filled with vegetables and seasoned ground beef ($5.95). Vegetarians might prefer the pasty stuffed with herbed veggies or with cheese ($4.25). Details:
4240 N. Central Ave., Phoenix. 602-241-0018, georgeanddragonpub.net