>>Where is baileyi's range?
www.crotaphytus.de/Site6.htm; the blue in the Arizona region is baileyi.
Did someone breed it to look this way?
Not unless you count God. 
baileyi was formerly considered a subspecies of Crotaphytus collaris, but currently all the subspecies are considered invalid, or at least not worth splitting into subspecies. Even if the subspecies doesn't exist in subspecies form any more, you could still consider it a "pattern class," as Grismer likes to do with other formerly-subspecific lizards in other genera. In that case, I shouldn't even be italicizing it; Grismer would probably phrase it "Baileyi pattern class of Crotaphytus collaris."
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Chris McMartin
www.mcmartinville.com
I'm Not a Herpetologist, but I Play One on the Internet