Maricopa County sheriff's officers transported David Lee Simpson, 48, of Bath, N.Y., to Phoenix, where he was booked into jail Wednesday evening.
An Arizona grand jury indicted him July 18 on three felony counts of computer tampering and two counts of stalking.
According to a probable cause statement from the Sheriff's Office, Simpson began his tweets June 11 claiming he was responsible for the killing of Arias' boyfriend.
The threats against Nancy Grace and Jane Velez-Mitchell, both hosts of shows on Turner Broadcasting's HLN network, grew more serious June 12, the same day Maricopa County Attorney Bill Montgomery said he planned to try again to secure the death penalty for Arias.
County authorities said Simpson told them late Wednesday "he was on his way to Georgia to kill Nancy Grace."
The man also indicated he had placed several pipe bombs in rural northern Pennsylvania, sheriff's spokesman Brandon Jones said.
Bath police investigator Heather Barry said Thursday investigators think Simpson's story of planting bombs is credible.
"Based on the specific details he's provided, we believe we're going to turn something up," Barry said.
She wouldn't elaborate because she didn't want to cause panic but said "they are not in a location where we think anybody is in immediate danger." Barry is working with police in Pennsylvania to locate the devices, which Simpson said he made in Bath then took over the state line about 30 miles to the south.
Jones said authorities are unaware of any connection between the death threats and the pipe bombs.
A jury convicted Arias of first-degree murder May 8 in the June 2008 death of boyfriend Travis Alexander at his suburban Phoenix home. The same panel later failed to reach a unanimous decision on whether to sentence her to life in prison or death.
Prosecutors now have the option of pursuing a new penalty phase aiming for the ultimate punishment, or avoiding it and leaving Arias with a life sentence.
Grace and Velez-Mitchell both regularly covered the nearly five-month trial. They focused heavily on Arias' guilt, which apparently angered Simpson, according to court records.
Simpson does not yet have an attorney.
Turner Broadcasting indicated both TV personalities wanted to pursue charges against the man, according to the probable cause filing. The network also increased its security and told authorities Grace and Velez-Mitchell were concerned for their safety, the filing states.
The court records indicate Simpson also used Twitter to threaten a Phoenix woman, who "stated she was scared to death."
Among the threatening Tweets was one aimed at Velez-Mitchell stating, "I will be waiting for you and Nancy" when Arias' retrial begins.
In the same string of Tweets, Simpson indicated he was in Arizona and threatened to "slit Nancy Grace's throat." Investigators found he was actually still in New York at the time of his tweets.
Maricopa County Sheriff's Office investigators tracked the Twitter account to Simpson and flew to New York to interview him June 25, but Simpson had not yet been placed under arrest.
"He provided a full confession and stated he posted everything on Twitter because he was in love with Jodi Arias and he wanted a life with her," according to the probable cause statement.
As the investigation continued, detectives received an email from Turner Broadcasting on July 15 that said Grace and Velez-Mitchell were again receiving threats from a person they believed to be Simpson.
"Can't wait see you in Arizona I'm excited," he wrote in one, according to the records.
Neither Grace nor Velez-Mitchell apparently responded to Simpson on Twitter, and Turner Broadcasting officials declined to comment.
Two days later, the records state, authorities in New York took Simpson into custody after co-workers at a garage where he worked told police he "had a loaded handgun, and stated he was going to kill Nancy Grace."
Barry said she had been searching for Simpson to charge him with aggravated harassment just to get him into custody. She said she then got a worried call from the garage owner.
"He said he (Simpson) was throwing stuff out, loading up the car, and he's got a gun," Barry said Thursday. "I flew over there before he left town and grabbed him. It was getting crazy."
She said she'll recommend dropping the misdemeanor harassment count, given the Arizona indictment. But she noted the New York investigation is ongoing.
On July 20, Bath and Maricopa County authorities searched a travel camper and car belonging to Simpson. They said they found two guns, a pair of handcuffs, several knives, binoculars, shotgun ammunition, a police scanner and receipts for purchases of two shotguns and a rifle.
Simpson was subsequently arrested. He is awaiting arraignment in Arizona set for Aug. 1.
Montgomery, the Maricopa County attorney, said Arizona has jurisdiction in the case because the threats were against "individuals for conduct that was occurring" in the state, meaning it stemmed from coverage of the Arias case by Grace and Velez-Mitchell, who both were at times in the county.