PZ drew our attention to the Southern Poverty Law Center's roundup of hate groups nationwide. As a public service announcement, I note that Arizona has fifteen hate groups which seems like a bloody high number to me: five Neo-Nazi groups, one Christian Identity group, two Black Separatist groups, two racist skinhead groups, one KKK group, and four "others". My own city, Tempe, is home to a unit of the National Vanguard,
an organization of racially-conscious Whites who seek to maintain the cultural and biological qualities of our race, and ensure that they exist forever to be handed down to future generations. National Vanguard members and supporters view the White race as a distinct nation, worthy of preservation, and we unabashedly reject the absurd notion that "diversity", i.e., the mixing of the races, is a beneficial trend for White societies to follow. (source)
I wouldn't worry too much--the two biggest organizations on the list for Arizona are the Nation of Islam and Warren Jeffs' FLDS. I bet most of these have memberships in the single digits or low double digits at most. Total U.S. KKK membership is now estimated at about 3,000, and that's divided across 100-158 separate groups--there is no centralized Klan organization anymore.
Wikipedia gives these numbers for U.S. Klan membership:
They're barely keeping pace with population growth (U.S. population in 1970: 203M; 2000: 281M; 2006: 300M).