Lesser know for lack of aggressive advertising yet very high quality, the Sands Venue hosts a plethora of music shows, with impersonators of legendary musicians such as David Bowie, Freddie Mercury, Robbie Williams, Neil Diamond, Elton John, Tina Turner and Lady Gaga.

The Western Wall is the only part remaining of Solomon's Temple, built in the 10th century BC and destroyed twice. Praying here carries a lot of meaning for Jewish believers, who mumble hymns and insert prayers written on small pieces of paper between the bricks — every visitor is allowed to partake. The Temple was said to contain the Ark of the Covenant, a biblical golden chest. Moreover, Jesus reportedly visited the Temple as a child and left an impression on the wise men inside with his knowledge of the Bible. There are separate entrances for men and women leading to different parts of the wall. Friday evenings are particularly crowded, as Jewish people celebrate the arrival of Shabbat, the day of rest. Bar Mitzvah ceremonies take place in the morning on Monday, Thursday and Saturday: it's a great time to visit, as the place comes alive with Jewish song and dance.

The New Mexico State Capitol, known locally as the Roundhouse, is the seat of government in New Mexico. It is the only round state capitol in the United States. Designed to resemble the Zia Sun Symbol when viewed from above, there are consequently four entrance wings that protrude from a main cylindrical volume. Above each entrance is a stone carving of the State Seal of New Mexico. One of the building's levels is below ground.

The area around Cabo Mayor lighthouse is a spectacular sight to behold–on stormy days, waves scenically break against the cliffs leading up to the lighthouse. Entry to the lighthouse is free of charge.