Santa Fe’s French-born bishop Jean-Baptiste Lamy – hero of Willa Cather's Death Comes for the Archbishop – set about building this cathedral in 1869. Its Romanesque exterior might seem more suited to Europe than the Wild West, but the Hispanic altarpiece inside lends a real New Mexican flavor. A side chapel holds a diminutive Madonna statue that was taken into exile following the Pueblo Revolt, and has been known since the Spaniards’ triumphant return in 1692 as La Conquistadora.