The Palatki Heritage cliff dwelling and rock art site is located near Sedona, Arizona. It is sheltered by the beautiful, colorful cliffs of Red Canyon and is managed (and guarded!) by the dedicated U.S. Forest Service. There are two steep hiking trails; one takes you to the Sinagua cliff dwellings, and another goes to the alcoves that shelter the painted symbols (known as pictographs) from every native culture to ever occupy the Verde Valley.
(Click on photos to enlarge.)
The site can be a little challenging to get to.
You go a loooong way down a dirt/rock road!