The Lost Dutchman State Park covers 320 acres in the middle of Arizona, not far from the Superstition Mountains. The park was created in 1977, and it's named after the Lost Dutchman's Gold Mine. This perhaps-apocryphal mine is said to be full of gold, but its exact location is unknown (people have died trying to find it). It's believed to be in the Superstition Mountains not far from where the park is today.
Lost Dutchman State Park is a popular spot for hiking, mountain biking, and camping, and there are even naturalist-led hikes and programs you can join. Periodically, the park hosts “Star Party” events during which you can see an incredible array of stars in the night sky over the park.
Lost Dutchman State Park is about 40 miles from Phoenix. Entry into the park costs $7 per vehicle, including up to four adults, or $3 per individual walker or cyclist. There are additional fees for camping, but the naturalist-led walks are included in the park entry fees.