An open-air amphitheater outside of Denver, Colorado built in the 1930s as a WPA project. It literally seems to be carved out of the side of a mountain, with huge red rock spires jutting up on either side, and a beautiful view of the high plains of Eastern Colorado spread out behind the stage.

It's definitely one of the most stunning places I've ever seen a concert, and has been the site of live albums by U2, The Moody Blues, Steve Martin, and no doubt countless others. The acoustics are nearly flawless as well.