Web The Wave is a sandstone rock formation located in Arizona, United States, near its northern border with Utah. The formation is situated on the slopes of the Coyote Buttes in the Paria Canyon-Vermilion Cliffs Wilderness of the Colorado Plateau.Courtesy Beauty Of Planet Earth Courtesy Courtesy Art of NatureUtah Mooney Falls, Havasu Canyon, Havasupai Indian Reservation, Arizona, United States; Shutterstock ID 184062758; Amazing colors and shape of the Fire Wave rock in Valley of Fire State Park, Nevada, USA; Shutterstock ID 695029447;