Red Rocks Amphitheater sits about 15 miles outside Denver. They started holding concerts there in the early 1900's but the actual venue wasn't built until 1941. Just about every major musical act has performed there at least once. Some make it a yearly happening on their schedule.
We went to visit on a beautiful but cold morning a few days before Christmas. There were a few people exercising and some more sedentary souls, like us, who were just wandering around and exploring.
There is a gift shop and a small museum on the property. And there are several different trails to explore the area surrounding. For me, the stairs were plenty enough exercise. I had to stop several times to get to the top - I'm blaming it on the altitude instead of being out of shape!
If you get a chance to go, do it. It's absolutely breathtaking! And if you're not seeing a concert, it's free! And if you do get a chance to see a concert there, well then I'm envious. I imagine it would be quite an experience.