Since a main road runs through the valley, there is no charge to enter Cimarron Canyon State Park, though fees are due for many of the parking spots. The highway passes plenty of pullouts and picnic areas, and several campgrounds, the largest near the tranquil Gravel Pit Lakes
. The western part of the canyon is wider and the sides less steep, and at the end the land opens out to a high mountain valley, site of Eagle Nest Lake (elevation 8,167 feet), which was formed in 1918 by damming the Cimarron River, and is popular for boating and fishing. Another campsite is found near the dam, and more facilities are available at the nearby town of Eagle Nest
, where the main highway turns south towards Taos, and a lesser road to the north crosses more mountainous terrain to Red Rivers and Questa. Fishing is also one of the main activities along Cimarron River, through the canyon, as the waters are especially plentiful for rainbow and brown trout - though not for some months during winter as the flow is cut off at the dam, to build up lake levels. Rafting and canoeing along the river are possible most of the year.
Much of the canyon is quite narrow, so the road runs right next to the creek, crossing it several times. Aspen trees grow on the river banks and in occasional patches higher up though most trees are pine. Some parts of the walls form sheer cliffs, especially the Palisades
, a 400 foot tall jagged granite outcrop. Climbing the valley sides at either side gives a much better view of the rocks, though in general, easy routes up into the mountains are limited because of steep slopes and dense forest. There are however several official trails - two heading south along Tolby Creek and Clear Creek, and two leading into the hills on the north side (the Maverick Canyon and Jasper/Agate trails). The river is fast flowing but quite shallow, and is home to a sizeable population of beaver, while other less common animals in the state park include black bear, elk and mule deer.