At one time in PHX, CO was located in T4 with America West (now US Airways) since they codeshared. After the codeshare ended, CO moved to T2.

CO's been in all four terminals -- it started in the original terminal, T1 (now demolished), moved to T3 after that opened, moved to T4 for the HP codeshare, and moved to T2 after that ended.

UA is also located in T2 but doesn't have as many connection opportunities as US.

Actually, I don't think any of the alliances line up at PHX except DL/NW and US/AC:

*A: AC T4, US T4, UA T2
Skyteam: AM T4, CO T2, DL T3, NW T3
OneWorld: AA T3, BA T4