In north-central Wyoming sits the Bighorn Mountains. From Buffalo, Wyoming, take US Route 16 west, crossing the southern part of the Bighorns. On the western edge, the highway enters Tensleep Canyon, an absolutely jaw-dropping example of what Mother Nature can do with a river and a sandstone deposit.

Fortunately for drivers, there are turnouts, so you can absolutely stop and take it all in, which you’ll probably want to do more than once, as my wife, Barbara, and I did in...