This National Monument is located in Chinle, Arizona. The park is north of Interstate 40 and south of Four Corners so you have to pretty much decide to visit the park because it isn't near a lot of other attractions. It's a beautiful site and definitely worth a stop if you're in the area.
Pro Tip: The entire park is on Navajo Nation land and native families live / farm on the canyon floor. Access to the canyon is limited and requires a Navajo guide. Without access to the canyon, the attraction is primarily the view from scenic overlooks.
