Shade them if possible, give them at least one deep SOAKING a week. Do not prune until cool weather arrives.

If they are on an automatic watering system, what is it set for?

The best time to plant roses in Phoenix is early fall so they have all winter to get roots established.

I have lots of roses and I have lost some this year due to watering problems. Rabbits keep chewing through my drip lines.
You have to water them with enough water to flush out the salts. Also, when it's so hot, you need to water sometimes every other day. Make sure that you water in a big enough area around the plant to get all of the roots and not just at the base of the plant around the trunk.
Mulching around the plant is a good thing to keep the roots cooler and it does offer some nutrients to the plant. Watch the fertilizer during the summer. You need to use it at 1/2 strength or even less.

A 15-yr old rose bush may be past its peak. Modern roses in our increasingly hotter climate are only expected to live that long if they're on drip irrigation. Roses in flood irrigation areas live at least twice as long. Water is crucial for roses and flooding the root zone will flush the salts from fertilizers, soil and water so it isn't so toxic.

At this point, are the roses 50% dead? If more, there's a good chance you won't be able to save them. Erecting temporary afternoon shade and deep-watering thru the end of September may help if the damage is less than 40%.

Only use a slow-release fertilizer, like Osmacote, or 1/2 strength labeled organic rose food every 6 weeks when it's hot. Do not use any liquid fertilizers. Even minimal amounts of fast-acting fertilizer can further stress the bushes.

Remove any gravel or rock from near the bushes. Mulch with a forest product which is much cooler because it doesn't reflect light nor hold heat.

Some growing environs make it tougher for roses to withstand Phoenix heat... roses catching afternoon reflections from swimming pools, west-facing block walls, gravel-scapes, nearby trees and vines.

Some roses tolerate heat better than others. You don't say which varieties you have but whites and mauves tend to give up faster than reds and yellows. Late-season bare-roots (bare-root roses planted after Feb 15) and roses planted without additional soil amendments will also succumb faster as their root systems may not have matured sufficiently to withstand the higher soil temps.

The local rose society meetings will all have September programs about 'resuscitating roses'. These meetings are free and open to the public and you may choose to join a society for about the cost of a rose bush. Glendale meets Sept 1 at the Glendale Women's Club, Mesa meets Sept 8 at Mesa Comm Coll, West Valley(Peoria) meets at LandscapeMart Sept 13, Scottsdale meets at Eldorado Park Comm Ctr Sept 14 and Phoenix meets at the Valley Garden Center Sept 20. Each society has a website plus we will be at the Fall Home & Garden Show at the end of Sept and at Southwest Gardener on Oct 8th.