Luwiza Laku Daman, Shullu Anguwi Gorado, and Asa Shani are scheduled to appear in federal court Friday afternoon in Phoenix for a bail hearing.
All three are from Eritrea, a country on the Red Sea. They have declined to comment.
Authorities say Daman was carrying the suspicious item in her bag on Aug. 5 as she went through security at Sky Harbor intending to board a plane to Des Moines, Iowa. Police say Gorado and Shani gave it to her.