Coronado National Memorial, Arizona This park on the US-Mexico border commemorates the Francisco Vásquez de Coronado Expedition of 1540-1542, the first European exploration of the American southwest. While Coronado never found the gold he was searching for, visitors to the park bearing his name will discover treasure of a different sort. Several dayhiking trails criss-cross the scenic Huachuca Mountain, and the park contains the southern terminus of the 800-mile Arizona National Scenic Trail.