Located in Mosca, Colorado, about three hours southwest of Colorado Springs. These are the highest dunes in North America. The park is always open so you can do any day and anytime you want. No reservation is required. Many people go for a day trip and sled down the sand. As you can tell from the snow on the surrounding mountains, it was cold when I passed through. The small stream I had to walk through was not pleasant but it gets deep enough to splash around in during the spring and summer.
Pro Tip: If you plan to sled, take some wax with you. I learned the hard way this doesn't work well without it at White Sands National Park in New Mexico.
