It wouldn't make any sense at all for 2 time zones in such a small, united country.
Arizona doesn't follow daylight savings and remains on MST (UTC+7) all year around. Actually, not all of Arizona does, because the Navajo tribal lands switch to MDT, UTC+8, in the summer. So in the summer most of Arizona is one hour behind its immediate northern neighbour, Utah, which follows the MST/MDT switch, along with Colorado to its immediate east. Arizona's population of 6m is about the same as Scotland's.
Its argument for not taking daylight savings is not unreasonable: as you get closer to the equator, the difference between winter and summer sunrise becomes smaller, and what's good for Nebraska isn't necessarily good for Arizona. Arizona has a population of 6m, the same as Scotland, and at various times of the year is unhitched from the time zone along each of its borders (in the summer there's a two hour step as you cross into California, which is on PDT, UTC+9).
But thinking of Nebraska, that has two time zones all year around: the MST/CST line runs through the middle of the state, so even within one state (with a population of less than two million) there are two time zones.