Jacob Waltz, the Dutchman, came out of the Superstitions for years with rich gold ore nobody could source, and died in 1891 leaving deathbed directions that have been argued over ever since. It is the most hunted lost mine on the continent, and the hunt is not a joke: people have died in these mountains looking for it within living memory. If you go, go for the country and the story; the Superstitions are federal wilderness and they do not forgive casual wandering.
Superstition Mountains east of Phoenix (Pinal County, AZ)
See it on the map