Climb up into one of the cliff-dwellings in Frijoles Canyon; imagine the view in the 1100's, when these were excavated in northern New Mexico. Bandelier National Monument, about an hour NW of Santa Fe, is full of these 'cavates'--chambers carved from the volcanic tuff in these cliff walls--and kivas, built by the Ancestral Puebloan peoples. ('Anasazi' is now officially frowned upon.)
During the summer, come as early in the day as you can; hiking is less than ideal in the afternoons, when the temperature rises, along with the threat of flash floods from afternoon thunderstorms.
Nearby, in the Pueblos of Cochiti, San Felipe, San Ildefonso, Santa Clara, and Santo Domingo, the descendants of these ancient architects and farmers still call the Valley of the Rio Grande home.