Wind Cave National Park
In the lesser-known of western South Dakota's two national parks, you can hike down to a cave where the wind blows out (!) of the entrance. (Due, apparently, to the difference in atmospheric pressure between the cave and the surface.) One of the longest caves in the world, some Native Americans believe their maker was born here. And during the autumn months, the variety of foliage provides a colorful backdrop to the park's native wildlife, which includes bison, elk, pronghorn, mule deer, coyotes, and prairie dogs.