Lox, Stock, and Bagel at Hayden and McCormick (by LA Fitness)
Goldmans at Hayden and Indian Bend
Einsteins at Thomas and Scottsdale (FWIW)
Big City Bagels - much further out
Maybe Daily Dose?
I think Goldmans sources theirs from New York Bagels and Bialys.
Big City Bagels
15680 N Pima Rd # E1, Scottsdale, AZ
4020 N Scottsdale Rd, Scottsdale, AZ
4568 E Cactus Rd, Phoenix, AZ 85032