At the end of last year I quit my job in Texas and moved to Arizona, I suppose to pay taxes in Arizona, but what I have to do? I already give all my data to my employer and he is going to withdraw my taxes as an Arizona Resident, is that correct?

Thank you

I am not a tax expert but I recently moved from one state to another. I am sure the procedures vary from state to state, but I filed partial year taxes in both states. Basically I had to do two state tax computations, from Jan 1 until the date I actually moved for the former state residence, and from the new state residency date until the end of the year for the new state. The rules were pretty clear for both states I dealt with. And to the best of my knowledge, you are correct in paying withholding to the state you now live in.

If you are present in Arizona, then on the Arizona tax return you must report all the income you earned during that period.
Read: Your U.S. Tax Return: Working or Living in Two or More states (http://taxipay.blogspot.com/2008/06/working-in-two-or-more-states.html)