Bluebirds
Mountain Bluebird, Sialia curricoides, the more common species in Colorado mountain country.
Western Bluebird, Sialia mexicana, less common or widespread as the Mountain Bluebird in Colorado - but much more common in my yard.
Cactus Wren, Campylorhynchus brunneicapillus, outside a nest in a teddy bear cholla cactus, Cylindropuntia bigelovii, Arizona.