Western Colorado is, at any rate - and eastern Utah, also. It's sandstone in various layers, laid down at different times and shaped by eons of natural process, and I don't actually know whether it exists elsewhere in the world. I do know that this part of the country gets a lot of German (by far the majority) and other European visitors.

If you haven't poked around my Flickr you can see a lot of really amazing red rocks here: http://www.flickr.com/photos/svwindom/sets/72157605547239429/