Goblin Valley State Park 
The vast landscape of sandstone goblins may have visitors wondering if they’re in Mars or Utah.
Galaxy Quest, the movie, was filmed at Goblin Valley State Park because of its space-like scenery. Scores of intricately eroded creatures greet visitors to Goblin Valley. Hike among intricately eroded rock formations in haunting coves. Adjacent to the park, off-highway vehicle enthusiasts will find hundreds of miles of dirt roads to explore.
source: http://www.stateparks.utah.gov
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