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Photo: NMMIMAJ, CC BY-SA 3.0 via Wikimedia Commons
A state park with swimming, fishing, and hiking. The lakes are very deep with nearly vertical cliffs surrounding them.
Bottomless Lakes State Park is a state park in New Mexico, located along the Pecos River about 15 miles (24 km) southeast of Roswell. Established in 1933, it was the first state park in New Mexico. It takes its name from nine small, deep lakes located along the eastern escarpment of the Pecos River valley.
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Devoted to the local cult activity; you can decide for yourself whether it's serious or not.
This one is definitely serious, incorporating a surprisingly good art collection for a small town, with works by Georgia O'Keeffe and Peter Hurd, among others. There is a wing devoted to space flight and rocket science (but not UFOs!) that includes the Robert H. Goddard Planetarium, named in honor of the rocketry pioneer who did much of his research in Roswell.