The park is called Valles Caldera National Preserve and it it located in the Jemez Mountains near Los Alamos in northern New Mexico. This park preserves a huge volcano crater and it is home to elk herds, grasslands and pine forests. You can camp there but the park only hast 10 primitive campsites for Saturday-night stays only, with no water and electricity.
This place is good for camping, for cross-country skiing, hiking and mountain biking. The region of the Jemez Mountains as a whole is perfect for this. One of the area's most challenging hikes, Redondito, is a 16-mile out-and-back that offers great rim views of Valles Caldera volcano.
This sounds like a very pretty place. It's a slow process to get a national park put into place. It started in 2000 when President Clinton signed the Calles Caldera Preservation Act. Then it was transferred to the National Park Service in 2015. When the National Park Service is in charge, that usually means nice facilities and ranger-led things to do. Plus, you're not far from Los Alamos and all of its things to do.