The manhunt for the duo began July 30 and quickly turned into a nightmare for police.
McCluskey and two other inmates, Daniel Renwick and Tracy Province, escaped from Arizona State Prison on July 30. Officials believe they had help from Welch in escaping from the medium security prison.
They led authorities on a three-week cross-country manhunt, allegedly leaving in their wake a string of robberies and the suspected murder of a New Mexico couple in their 60's, but few clues as to their current whereabouts.
Authorities said the pair saw themselves as a modern-day Bonnie and Clyde, a moniker picked up by the media.
"I think they've taken the persona that this is some type of movie and this is some kind of a joke that they are living, but it is not," David Gonzalez, a spokesman for the U.S. Marshals, said last week. "This is a very, very serious business."
Convicted murderer Daniel Renwick, who also escaped with the two men, was arrested Aug. 1 in Rifle, Colo., after a shootout.
McCluskey and Welch were both taken into custody without further incident Thursday night. They are currently at the Apache County Jail in St. Johns, Ariz.
Serious concerns remain about the privately-run state prison they escaped from. A new report cites a defective alarm system that went off so often that the guards simply ignored it.
ABC News' Russell Goldman, Lee Ferran, Jessica Hopper and The Associated Press contributed to this report.