Valley of the Gods. Utah. Valley of the Gods, Utah, is a scenic desert landscape of towering sandstone buttes and pinnacles, resembling a "pint-sized" Monument Valley. Located on Bureau of Land Management (BLM) land near Mexican Hat, it features a 17-mile gravel loop road suitable for passenger cars in dry conditions. The area offers a peaceful, isolated experience with stunning red rock formations, dark night skies, and solitude, making it a unique destination for off-road driving and photograp