Tumblr allows their program to run under the URL given by end users.
So I decided to change the tumblr URL UtahColor.tumblr.com to tumblr.UtahColor.com. I changed ArizonaColor.tumblr.com to tumblr.ArizonaColor.US (the TLD is .US).
You will notice I have quite a few subdomains on ArizonaColor.us. Phoenix.ArizonaColor.us is a directory for Maricopa county, Pima.ArizonaColor.us is a subdirectory for Tucson and so on.
Developing multiple subdomains for an account makes sense from both a development and organizational perspective.
Tumblr does a great job domain forwarding links from the old name to the new name. The change ended up creating a few hours of downtime during the DNS propagation, but I am quite pleased with the result.