Ed, they do tend to get some storms up in Arizona that traverse the Gulf of California (I can recall a few tropical storm-force cyclones in the area), though they are limited by the narrow expanse of water in the region. It's almost akin for those storms to those passing directly through the Caribbean Islands (e.g. Georges 1998), albeit not quite the same in manner. The trip up the other side of the Baja, though, is practically death for a storm.

Most memorable for me, however, was Atlantic TC Claudette -- I think 2003 -- that made landfall in S. Texas as a weak hurricane. It continued to the west for several days, bringing large amounts of rain across the Rio Grande basin, with no forcing to lift its remnants to the north. Finally, as it reached southern California, it met with a trough to lift it towards the north and into the midlatitudes. That is certainly a rare event, an interesting one at any rate.