The Puget Sound Mycological Society has put together a high quality illustrated guide to the Russula mushrooms. While it’s oriented towards the Pacific Northwest, many of these colorful mushrooms can be found in the Ponderosa pine forests as well as the higher mixed conifer forests of the Arizona high country.
Most members of the genus are mediocre or inedible, and a few will make you throw up, but none are thought to be deadly poisonous.
Several of the Russulae, such as R. xerampelina, are choice edibles that knowledgeable Arizona foragers may be pleased to collect. They are rarely maggoty, unlike too many of our other best edibles.