Michael Portillo arrives in the state capital of New Mexico, once the capital of the Spanish Kingdom of New Mexico. He explores the beautiful colonial architecture of the city and is privileged to be invited to visit a Native American pueblo. He eavesdrops on rehearsals at the glorious Santa Fe Opera House and at the Governor's Palace, discovers the author of the biblical epic Ben Hur. At La Fonda Hotel, Michael catches up with the famous Harvey Girls and hears about the railroad caterer from Lancashire who made his fortune in America.

In Albuquerque, New Mexico, on the Rio Grande River, Michael discovers the headquarters of the Acheson, Topeka and Santa Fe Railroad and lends a hand with the restoration of an enormous locomotive. He feels the heat of New Mexico's most famous produce, the chilli pepper, and learns how to make enchiladas. In Williams, Arizona, Michael picks up the Grand Canyon Railway to his journey's end, one of the greatest sights on earth, and learns how the spectacular seven-million-year-old gorge of the Colorado River was preserved for the nation.