Unique Red Sandstone In Monument Valley - Monolith Towering Red Sandstone In Monument Valley Is Unique And Most Well Known For Old West Site Setting For Movies. The Monument Valley Was Created As Material Eroded From The Ancestral Rocky Mountains, And Was Deposited And Cemented Into Sandstone. The Formations You See In The Valley Were Left Over After The Forces Of Erosion Worked Their Magic On The Sandstone. Photo