I checked the forest fire stats for Arizona, and a number of fires have been burning in the Northern part of the state. Depending on wind direction, the smoke from one or more of these fires could have blown into the Phoenix area. On the other hand, it could have been the result of some kind of asteroid/UFO crash into the dry brush.
Lymerick
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Thanks, to SP, located in Flagstaff.

http://tfr.faa.gov/tfr_map_ims/html/reg/scale6/tile_8_21.html

As I mentioned, there was a whole lot of smoke in the air on Thursday and Friday, and Saturday morning I could actually smell it and on Saturday night it was STILL lingering. I began to wonder if it could be smoke drifting down from Fort McMurray, Alberta because there was so much of it.

The YouTuber does confirm there is a small wildfire burning up North but it has been since May 17 and I’ve seen no smoke until the day of the fireball.

wifiI just this second remembered that about 10:00 last night I let Mica outside and in the NW sky there were stripes of cloud, in a fan shape. It looked exactly like the WiFi icon on my iPad. The stripes were perfectly equidistant. I’ve never seen “clouds” or the smoke from forest fires quite like that. I didn’t have photo equipment that could have captured it, unfortunately, but the apex was in the NW and it spread out toward the SE.

SNIP