Top 10 Camping Activities in New Mexico Camping Gems - Things to Do in New Mexico Hike through the brilliant white sand dunes at White Sands National Monument. See the bats come streaming out of the caves at Carlsbad Caverns National Park. Explore the art galleries and restaurants of Santa Fe. Go fishing and kayaking on the Red River. See ancient rock artwork at the Indian Petroglyph National Monument. Ski, snowboard, and snowshoe in Taos. Hike through the stunning San Juan Mountains of Northern New Mexico. Learn about Billy the Kid's ties to historic towns like Old Mesilla. Watch for birds and wildlife at the Bitter Lake National Wildlife Refuge. Take the Enchanted Circle drive around Wheeler Peak and Taos Canyon.