Phoenix firefighters say the crash occurred shortly after 11 a.m. Sunday at the intersection of 16th Street and Broadway.
They say the 35-year-old woman was in one car with a 30-year-old man, a 9-year-old girl and a 5-year-old boy.
Fire spokesman Mark Vanacore says the woman was pronounced dead at the scene. The man and the children were taken to a hospital with critical injuries. Their condition remains unknown.
The 50-year-old man driving the second vehicle was transported to a hospital in critical condition.
Vanacore says Phoenix police will determine the cause of the crash.