Themes
I'd rather be dead in California than alive in Arizona.
— Lucille
Behind the line May contain spoilers.
Our reading
An editorial interpretation.
An over-the-top state rivalry, boiled down to one exaggerated choice. Being dead in one place beats being alive in the other, which is obviously not meant to be weighed calmly. The joke is how strongly the speaker prefers one location to the other.
Context reviewed