There is a possibility that it could be the work of a Militia.
Here's a time-line of some recent events:
January 27, 40 miles north of Eloy, Arizona - Four men wearing uniforms and berets stop a vehicle carrying immigrants, kill one and wound another. Attackers were described as 3 looking white and the other one looking hispanic and they spoke "limited spanish"
January 28, near Tucson, Arizona - Man driving immigrants ambushed and shot to death, immigrants themselves not harmed
February 6, 70 miles south of Tucson, Arizona - Four men carrying assault rifles and wearing ski masks rob 18 immigrants
February 7, near Tucson, Arizona - Gunmen attack a truck, killing 3 illegal immigrants, wound 3, and take the rest away and have yet to be found
February 8, northwest of Tucson, Arizona - Gunmen dressed in black and wearing ski masks and armed with assault rifles kill 3 immigrants, 2 men and a teenage girl, wound 2, and abduct some others
http://www.tucsoncitizen.com/daily/local/40586.phphttp://www.iht.com/articles/ap/2007/02/08/america/NA-GEN-US-Immigrants-Slain.phphttp://www.fox11az.com/news/topstories/stories/kmsb-20070209-apjc-shootingmotive.67c559b7.html