Subterranean Termite Tube
Termites are always on the lookout for water and some sort of wood, so they can eat. In Arizona inspect your home especially in the monsoon season when the rains come. The more irrigation or water increases your chances that you will see termites. They build these little tubes or tunnels to go from the ground up into your home.
About the only way sure way to control these termites is by placing a pesticide barrier between them and the wood, often this means hiring a Pest Management Professional. You need a complete exterior treatment and I suggest Termidor or Transport.