I agree that this question has nothing to do with immigration. Most states have residency requirements of varying periods to file for a divorce. Check with a California family lawyer to see what those legal requirements are.
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This is not really immigration-related on the face of it and I would recommend you post this question under the Family Law section, particularly searching for California-based divorce attorneys so they can advise you better on things like community property law.
You won't be able to file in AZ if your wife with kids is in CA. It's called a jurisdictional issue. If they have been living there for the past 6 months then CA has jurisdiction.
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