The (fictional) Pima County Bank is robbed constantly! It is part of the "Old West" movie set compound known as Old Tucson Studios. Originally built as a set for the movie "Arizona," the complex has served as the setting for more Western movies and TV shows than you can count. Here is the link to tell you so much more about its rich film history.
I'm a transplanted New Yorker who loves the Tucson climate. On New Year's Day I have a bit of fun calling my (snowbound) east coast friends to announce that I'm drinking coffee while sitting on my patio. (: