The Blue Hole in Santa Rosa NM appears in the midst of the desert. It is one of seven sister lakes connected underground by a massive water system.
A phenomenon known as the Santa Rosa sink created this magical hole where nomads and cowboys sought respite in the olden days. It became the Blue Hole Recreation Area in the seventies, and more recently expanded to become the Blue Hole Dive and Conference Center.
The lake is unmatched for its clear blue water and is an ideal spot for scuba diving. More information is here.