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Shoplifting penalties in AZ depends on the amount/value of the items taken. Here's a good link that outlines the penalties: http://www.criminaldefenselawyer.com/resources/criminal-defense/misdemeanor-offense/shoplifting-charges-arizona
If the items taken were less than $1000, it is a misdemeanor offense, and you're likely looking at probation, restitution for the value of the items taken and you'll likely be banned from returning to the store.
Jail time is possible, but not very likely.....