This park near Colorado Springs allows visitors to go on adventures above or below ground. Guides lead tours into the Cave of the Winds, which is accessible with hand-held lanterns. A 3.1-mile hike descends into Williams Canyon, home of limestone walls and waterfalls. A more challenging course for harnessed “Wind Walkers” includes ropes, ladders, and steel beams. For kids, the park has less testing—but still exciting—activities like panning for gemstones and play areas that simulate cave crawls. There’s also a gift shop that has souvenirs like Zuni and Navajo turquoise jewelry and, of course, T-shirts.