AZ is one. Also, you have to be registered 30 days before the primary. Fontes and Hobbs did a great job hiding the fact that to vote in the Presidential primary you have to have a party registration and the McCain Repubs helped. Here is the buried truth:

Yes! Arizona has an open primary law which allows any voter who is registered as independent to cast a ballot for one of the officially recognized political parties in State Primary Elections. Independent voters on the Permanent Early Voting List (PEVL) will receive a postcard in the mail asking them to choose which party ballot they wish to receive for the Primary Election. The corresponding primary ballot will then be sent by mail to the voter to complete approximately 27 days prior to the election. Independent voters who go to the polls on Election Day will be given the option to choose a party ballot at that time.

Note: This DOES NOT apply to the Presidential Preference Election. Voters must be registered with a recognized party to vote in the Presidential Preference Election.