Hello,
I was hire by a company fours ago, where my ex-spouse is the CEO of the company, but not a direct supervisor to me. Just recently, she was let go of her position and then I was let go because of our relationship. I live in Arizona, which they call a "right to work state". If my past relationship was an issue why did they hire me and why did they keep me there for four years.

It really does not matter much, they can fire you with no cause if you are an "at will" employee. Right to work just means they can not force you to pay union dues

Again, does not matter why they keep you , or why they let you go. Most likely. It is possible that your connection with ex allowed you to keep the job.