Well I decided to post this since it's near the place I call home. Not here in Arizona but New Mexico.
A few years back my husband and I went on a motorcycle ride out to Cimarron and stayed at this so called haunted hotel. Room 14.
Well, I am no expert on ghosts and strange phenomena but while we were there I had some strange things happen. I never felt threatened but I felt like I was being watched.
I walked from the bar to my room and felt like someone was behind me. The air became cold and a stale smell lingered in the air. I know it's an old place and it could be heating problems or the smell of an old hotel but the energies that were behind it were different.
When I got to my room I put my purse on the bed and when I got out it was on the floor.
That night I woke up to lights flashing and what sounded like people talking in my room. But my husband didn't hear anything. So I went back to sleep. That's pretty much all that happened but it's enough for my scary cat butt to not want to go back

Here's a site that goes over some histry on it if anyone is interested. It's an old Wild West town which made it a little more fun to imagine what it might have been like back in the day. The parking area still had a place to tie down the horses
http://www.legendsofamerica.com/HC-Cimarron5.html