CA: near San Diego. Anza Borrego is one of those hikes that you never realized you had right in California. The slot canyon is a beautiful natural formation nestled in the heart of the Anza Borrego State Park, about an hour and a half East of San Diego. The park has no fees to enter, thousands of miles to explore and off-road on. It even has unique areas such as the palm tree oasis of Hellhole Canyon, abandoned mines and of course the slot canyon itself.