The mid-air accident happened near the city of Yuma during a training exercise, the US Marines said.
The accident happened on Wednesday night, and an investigation is under way into how it happened.
The marines, flying in Cobra and Huey helicopters, were part of the 3rd Marine Aircraft Wing, based at Miramar in Southern California.
They collided in a remote portion of the Yuma Training Range Complex, the Marine Corps said.
Identities of the marines will be withheld for at least 24 hours until their families have been notified.
A marine spokeswoman told CNN that helicopter teams use the area to because it mimics conditions in Afghanistan.
Any investigation into the cause of the collision could take months, she added.
During a September training exercise near Camp Pendleton, California, a helicopter went down – killing the two marines on-board and setting off a brush fire.
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