This newspaper story explains that on November 2, 2010, Arizona voters will vote on a ballot question to create a Lieutenant Governor in that state. Currently, there is no Lieutenant Governor, and if the Governor dies or resigns, the Secretary of State becomes Governor. If the measure passes, the candidates for Governor and Lieutenant Governor would run as a team in the general election, though not in the primary.
The article mentions a flaw in the ballot question. It makes no provision for independent teams of Governor and Lieutenant Governor. Here is the text of the measure, which was SJR 1013 while it was a bill in the legislature.
The last state to add the post of Lieutenant Governor was New Jersey, which elected one for the first time in 2009.