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Utah has five National Parks, all in the southern part of the state. Zion is the western most park. The hike to the Double Arches Alcove is 5.66 miles (out and back) and can be reached through the Kolob Canyons entrance. The major activity is through the Zion Canyon Visitor Center. Thanks to the Zion-Mt. Carmel Highway that leads from Zion to Bryce Canyon National Park, consider visiting both parks (or all five) in the same trip.
Pro Tip: Parking fills up quick. Be prepared to park in designated spaces in nearby Springdale, UT (walking distance to a Zion National Park shuttle). The shuttle is the only way to access points north of Canyon Junction, including The Narrows.