One example is Nevada, which is relatively near the Pacific and is mostly desert or very desert-like, it sits in the "rain shadow" of the Sierra Mountains along the CA / NV border, hence, much less rain = desert.

There are probably dozens more explanations for other deserts both nearby and around the world.

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One of those would be salt content within the air, and latitude and longitude within the globe.

To expand on the rain shadow effect - air going up over a mountain range cools and water condenses out of the air, falling as precipitation. Then as it comes down over the opposite side, it warms back up and is at much lower humidity (since it lost water as precipitation, and since warm air can hold more water). So you're going to get much less condensing water/clouds/precipitation on the back side of the mountain range. If you have a prevailing wind such that this is mostly happening in the same direction, you'll have a rain shadow desert.

You can even get rain shadow deserts over the ocean, on the lee side of a mountainous island.

So, let's take an obvious one like Namibia. Namibia has a very cold current running north up it's coast called the Benguela. It is quite cold. The air above it is also quite cold, and therefore dry.

This cold air hits the hot desert dunes and warms rapidly and heads straight up. Very little moisture makes it inland.

So temperature difference between land and sea due to ocean and wind currents can cause the situation you are describing.

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Rain usually happens because the hot air around the ocean carries water up above into the air and then falls into the land. Due to the rotation of the earth the prevailing wind mostly goes from east to west near the equator. Sometimes due to the mountains or due to the large stretches of land between the west coast and the east seas, rain is unable to reach the western coast. When the humid air from the east doesn't reach the west coast a coastal dessert forms. Even if there is some sea on the west, it evaporates and carries the rain to the west, not to the east.

This is a simplified explanation, since there are other factors to consider such as the temperature of the oceans, latitude, lakes, rivers, seasonality of the air currents or the direction of the prevailing winds.

Another example is the dry lands west of the great dividing range in Australia

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I'm more thinking of around the gulf States and red sea. The water and air isn't cold there is it?

I was thinking of the gulf states/Saudi Arabia. So is it fair to say they don't see much rain because the rain clouds fall in Iran instead?

Yes, that would be fair. If you check the prevailing winds from the north east, Iran, and the zagros mountains stops most of the humidity coming from there.

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More or less if you have already answered the question the simplest way to think about it is a combination of the wind and the currents in the ocean what happens some places is because when the water hits the land there isn't enough of a condensation layer I guess is the correct term Normally what happens when moisture rises it gets enough Dusty water actually needs particles to condense on before I'll come down in the rain and there is enough particles in the Air Force to condense on and so it doesn't rain that's why I have to happen is some places so what happened in United States back between series they had a major change in the water system or another place didn't get rain for or very low rain for a number of years

And this is actually a concern for a lot of people because there's a lot of evidence that some deserts even just 500 years ago were actually tropical rainforest and what assistance change and now they're deserts