This story starts off in Budapest in 1920, when the Jew Stein, Mitsi's husband, is murdered by some policemen who were searching for something within their house. After attending a theatrical trial as a singer, Mitsi gets attacked by those men. She is rescued by Sándor, a Jewish musician who attended the same audition. After continuous threats, Mitsi and her son András flee from Hungary in company with Sándor. They arrive to Italy, where they start to perform as the Arizona Trio so they subsist several years through small agreements and some favours Mitsi receives. However, the Trio has to flee again when Sándor derides Mussolini during a performance, escaping on a cattle train which leads them to Hungary again. But while travelling, they get surprised to see that András' stuffed toy hides a fortune in diamonds therein. That allows them to change their social status and fulfill their dream, opening a great nightclub in Budapest, the Arizona, where Sándor conducts the orchestra and Mitsi succeeds as the primary star.
Years elapse as usual. The Arizona is the best-known club in Budapest. Mitsi begins a romance with an American journalist who turns out to be a spy. András falls in love with a showgirl and they get married. But due to the outbreak of the WWII, the Nazi invasion and the new racial laws, their lives will be dramatically changed and the Arizona will see its golden era as finished.
A key element in "Miss Arizona" was the main couple, they had to be appealing given that the cast was mostly composed by not widely-known Hungarian actors. The selected actors were Hanna Schygulla and Marcello Mastroianni. But there was still a further aspect unresolved: the music. It was not only necessary to compose a dramatic score, but also to find the handful of songs that Mitsi would perform in the Arizona. It was Mastroianni himself who proposed the name of Armando Trovaioli, with whom he had a good friendship because of the musical show "Ciao, Rudy", in which they worked together, in 1973.
In the mid-80s, Armando Trovaioli had significantly reduced his production. In four decades, he had composed nearly two hundred soundtracks, employing all sorts of genres and registers. And at that moment, the musician was reserving his talent only for the cinema of his inseparable collaborator Ettore Scola or for very few projects which were interesting to him. Certainly, Mastroianni's presence led him to accept the assignment.
Instead of using an existing repertoire, they chose to write new compositions, whose lyrics were further related to the story itself. Given the experience of Trovaioli in the genre of varieties, the musician readily resolved the challenge and composed half a dozen songs, performed by Hanna Schygulla herself in English. The actress had already performed as a cabaret singer in "Lili Marleen" (1981). Trovaioli moved to Budapest and recorded the songs that would be used in playback. He took advantage of his visit to slightly instruct his friend Mastroianni, who played a musician who conducts an orchestra and plays the piano, the harmonica and the trumpet. Mastroianni himself remembers the encounter with pleasure in his autobiography, he relates that one evening Trovaioli began playing some themes from the musical "Ciao, Rudy" with the piano and they both ended up crying beaten down by nostalgia.
The songs worked very well in the story. The joyful One Day in May in Budapest, from which two different arrangements were made, served as the presentation of the splendorous local. Diamonds referred to the gemstones that changed the destiny of Mitsi and Sándor. Loneliness, with just a simple piano accompaniment, to the solitude from which the characters were surrounded. Shadow, with its martial drumroll, to the lengthened shadow of Nazism...
On the other hand, popstar Kati Kóvacs recorded both Hungarian versions of Loneliness and Shadow, which were edited in a single coinciding with the release of the film.
The rest of the score composed by Armando Trovaioli is a little jewel, practically unknown and mistreated in attempting to shorten the film length. He was faithful to his sensibility and to his preference for the piano as a solo instrument. As the main theme, he adapted the melody of One Day in May in Budapest, converting it into a nostalgic leitmotiv, which acquires its greatest expression in the beautiful suite that opens up the disc, Accadde a Budapest (finally not used in the film) and in the epilogue.
Trovaioli also wrote sad and intimate parts, associated with the character of Sándor, alongside incidental music, dark and gloomy, used in the most dramatic moments of the story, which had to do with the Jewish persecution. Moreover, he expressly composed an innocent love theme with an orchestra and synthesizer for the brief romance of András. And another motif for the moment in which the main characters see their destiny improved thanks to the diamonds, in which, as a curiosity, Trovaioli wanted to wink at Mastroianni, recovering a part of the melody that he had composed seventeen years ago for another film starring him, "Dramma della gelosia".