Exit #115 Photo - Phoenix , Arizona Highway Sign Junction of Highway #85. North to community of Gila Bend, North to Buckeye, Phoenix. South to Ajo, Sells. South to Organ Pipe Cactus National Monument, Arizona. Organ Pipe National Monument is located in the Sonoran Desert in the south of Arizona on the border of Mexico.Organ Pipe is the only place in the United States that you'll find the organ pipe cactus. Yuma to Casa Grande