A storm has dumped record-breaking amounts of snow in the US, forcing the closure of roads, schools, and government offices across the Southwest - it even caused a dog to disappear.

The storm pushed through eastern Arizona and headed for New Mexico and Texas after dumping nearly 0.9 meters of snow at the Flagstaff airport, making Thursday the city's snowiest day on record.

More than 0.6 meters was dropped over Payson, a town that encounters that much snowfall as its yearly average.

Residents and even police were digging vehicles out from weather described the National Weather Service as "not your average" storm.

Chad Williamson's dog nearly vanished in the white snow as he played fetch with it in Flagstaff.

An Arizona police officer helps a motorist push a car stuck in snow. Credit: AP

Schools across northern Arizona, southern Nevada and southwestern Colorado were closed - many for a second day - because of threats posed by snow-packed or slick roads. Government offices either closed or delayed the start of their day.