There are over 2000 species of scorpion, and of those less then 10 are considered deadly. As Wildman said, the closest to us is the bark scorpion from Arizona into Mexico. If you know where to look they are quite plentiful down there, as I just came back on a reptile/ invertebrate collecting trip from there and brought back about 30 without really even looking for them (they'll be sold to responsible collectors, don't worry). Luckily, although the bark scorpion has potent venom, it has a tiny stinger that can have a hard time piercing skin; especially if it hits a calloused area like the sole of a foot or on the hands.
Our native scorpions are quite harmless and in fact make a fun and unusual pet. They also rid your house of other pests so can be seen as beneficial. As we get into winter months, you probably won't see too many more anyway.
Good luck!
