Bad guys like good views, too. As the legend goes, 19th-century bandits and bootleggers evaded the law—and the sun—in Robbers Roost, a cave just west of Sedona. It’s not hard to see why: Peer through the hideout’s natural window and it’s juniper and redrock as far as the eye can see. Get there on a short-but-steep, .4-mile walk from the unmarked trailhead (34.930957, -111.972109; high-clearance vehicle required). The skinny path follows a cliff edge the whole way, so prepare for exposure.