This may come as a shock, but “immigration” is not mentioned in the United States Constitution. Congress was only granted the power to establish rules for “naturalization” (citizenship). The individual states dealt independently with the issues affecting immigration until 1875, 99 years after the U.S. Constitution.
Immigration was not a problem when the Continental Congress established the Constitution. As a consequence, power was not granted to any branch of the government to deal with immigration; nor was an agency created to deal with this issue. It was not until the passage of the Immigration Act of 1891, 115 years later, that a bureau was established to manage this function.
Why does this matter? Under the 10th Amendment, “the powers not delegated to the United Sates by the Constitution, nor prohibited by it to the states, are reserved to the states respectively ...”
This means that “immigration” falls under the jurisdiction of the individual states. To the state of Arizona, it means the U.S. Supreme Court has no jurisdiction over the laws passed by that state designed to control “illegal immigration” within its borders.