This is the Arizona Capitol building. The materials used to build it are all indigenous to Arizona including the copper dome.
The statue on top has a humorous history:
The zinc goddess was cast in Ohio and purchased by the Territory of Arizona in 1898 for $150. When the Capitol building was formally opened in 1901, the 17-foot sculpture was placed on top of the copper dome to serve not only as a symbol, but also as a weather vane. But it frequently didn’t get the respect it deserved because of the cowboys who regularly visited Phoenix at the time. After a hard night in the local saloons, the cowpokes often amused themselves by riding to the Capitol and firing their six-guns at the winged icon to make it spin. Years later, during a restoration, workers found bullet indentations on her wings.
Classical in style, It looks as though it recently had a good sandblasting to bring up that lovely soft sandstone color . Does Copper not go green in your area? Like the history too...