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Every year in early July, there is a UFO Festival to commemorate the 1947 Roswell incident.
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.
A state park with swimming, fishing, and hiking. The lakes are very deep with nearly vertical cliffs surrounding them.