The cross-border town of Sasabe, Arizona. There is a lone retail outpost amid a small western town lifted out of a 1950s-era TV show. You can pay in dollars or pesos, or even a personal check, whether you’re pumping gas from a pair of 1970s vintage gas pumps or buying anything from detergent, eyeliner, and Cheetos to Jim Beam, Twinkies, and sweatshirts with “Where The Heck is Sasabe, AZ?” printed on them. Where the Heck is Sasabe, AZ? Sasabe is a small hamlet in the Altar Valley of southern Pima County, Arizona, United States, immediately north of the international border with Mexico.