The Cox Canyon Arch is the best, and most popular, of the so-called 'Aztec Arches of NW New Mexico, the 'Indian Caves' are a suggested addition when visiting this area.
The two nearby caves are not commonly known and for the most difficult to find I've cairned a route along the rim-rock from just below the Cox Arch, to the South. There is also a second, small, arch on the canyon rim above this cave, visible from the wash below after an easy climb down from the rim-rock ledge.
Here are directions and a map to the Cox Canyon area.
http://www.aztecnm.com/aztec/arches/cox/canyon.htm
I'd recommend hiking in from the main, graveled, road (County Road 2310) in wet conditions due mud on the short access road.
The first cave is easy to find, just continue up the road past the regular parking spot 50 yards or so to the end. The cave is at the point just to the South and can be spotted through the trees - as I recall, you can also see the Cox Arch from this point, without the moderately difficult scramble.
The second cave, above, shows signs of habitation and, at least occasionally, spring water. I am not an expert, but I would expect the relics here are more recent than Anasazi, either Ute or Navajo.
The access to this cave is a loop following the open rim-rock below Cox Arch easily to the next point south, just above the first cave. From this point there is a bit of rockfall on the ledge, but there is a fun, scramble path to the second cave. I've cairned this route pretty good, and cleared out a little bit of brush. Continuing past the cave is an easy route back to the wash, lessthan half a mile from the starting point. For those that aren't comfortable with the scramble up to Cox this is an alternate approach as it is a bit easier - but not by much!
The entire Aztec Arches is a BLM natural gas field and these destinations make this a great multiple use area. Cox Arch, and these caves, are unfortunately impacted by a very noisy facility just to the West. It would be great to see a high intensity use area such as this better developed to show respect for other users - perhaps first and foremost the families of the local County, San Juan.
