Snow Canyon State Park in St. George, Utah

Snow Canyon State Park is centered on the eponymous canyon, which largely runs north-south and has east and west branches in the northern part of the park. It's carved in Navajo Sandstone which makes spectacular cliffs. They are largely deep red but in places lighter colored and even variegated. In contrast to Zion, dark black basalt has locally flowed down the canyon and capped the cliffs, which provides a striking contrast.

One unusual attraction is an alcove where early settlers wrote their names in axle grease, which has persisted through the centuries. There is also a short walk to a couple of lava tubes in the basalt that are open for cautious exploration. Be sure to bring a flashlight if you wish to enter. 

The canyon is named for Lorenzo and Erastus Snow, pioneering Utah leaders. It's part of Red Cliffs Desert Reserve, established to preserve habitat for the desert tortoise, as well as other wildlife. The park has also been a popular setting for Westerners over the years.