Red Rock Canyon is just outside Las Vegas, in the Nevada desert. As you can see in the photo, the origin of the name is very clear: the rocks are red.
(ISO 100, f/10.0, 18mm, 1/250 sec) (click for full-size view)
There is a visitors centre nearby, and a scenic loop road you can drive on – which is good, because the Nevada desert can be a very hot place and this is a very large area. There are multiple walking trails, too, but this photo was taken in July of 2009, in the middle of summer, so I didn’t really walk around all that much.