Water can sometimes be found on the inside curve of dry washes, creek beds, and arroyos. You will need to dig for it and it will not be clean, but it may save your life.
Many times water is trapped in natural rock basins (tinajas) in the desert. Water has been taken from these natural rock basins by Native Americans for thousands of years.
Watch for green vegetation as there may be a natural spring nearby.
Check near the base of cliffs for moist areas.
Watch for animal tracks as they may lead to water sources.
Insects sometimes buzz around or over moist areas.
The absolutely best method of collecting water is to bring it with you. Always bring more water than you think that you will need.
Keep water in your vehicle at all times and change it out on a regular basis. In Southern Utah, you could be stranded for hours in 100 degree-plus heat due to a multi-car pile-up on the freeway or other situation. An emergency situation can happen anywhere at any time.
Old western movies picture the almost-dead cowboy knocking off the top of a barrel cactus and scooping out cups full of life-saving fresh water.
The interior pulp does have a little moisture that can be squeezed from the pulp, but it can cause nausea and is very bitter.
Bag a Branch:
Place the open end of a large plastic bag over the end of a tree branch enclosing as many leaves as possible. Place a small rock in the bottom of the bag. This helps to weigh down the lower part of the bag. Then tie the open end of the bag tightly around the branch so that you are sealing the leaves and branch inside of the bag. Theoretically, the moisture that is released from the leaves will be collected on the inside of the bag. Depending on the type of tree, you can get from one to two cups of water per day. Not a lot, but every little bit helps.
In a preferably sandy wash (arroyo), dig a hole approximately two feet wide and one to two feet deep. In the bottom of the hole place a container for collecting the water. If available, place pieces of cut up cactus around the container. Over the top of the hole place a piece of plastic sheeting. Secure the sheeting in place with sand and rocks around the edges. Put a small rock in the center of the plastic directly over the container at the bottom of the hole (the center of the plastic is now lower than the edges. This will cause the water to run down the under side of the plastic into the container. Not very reliable and takes most of the day to get a little water.