Step inside the small Loretto Chapel (207 Old Santa Fe Tr., 505/982-0092, 9 a.m.–6 p.m. Mon.–Sat., 10:30 a.m.–5 p.m. Sun., $2.50), and you leave the Southwest behind. Initiated by Bishop Lamy in 1873, the building was the first Gothic structure built west of the Mississippi. Lamy was occupied with building the St. Francis Cathedral, so this was a side project, perhaps a way to keep his French architects employed.

The decorative elements reflect his fondness for all things European: the stations of the cross rendered by Italian masons, the harmonium and stained-glass windows imported from France. Even the stone from which it was built was hauled at great expense from quarries up to 200 miles south.

But what really draws the eye is the marvelously simple and elegant—and allegedly miraculous—spiral staircase leading to the choir loft. Made entirely of wood, it makes two complete turns without a central support pole. It was built in 1878 by a mysterious carpenter who appeared seemingly at the spiritual behest of the resident Sisters of Loretto. These nuns—who had in 1853 trooped to New Mexico from Missouri to found a school at Lamy’s request—had resorted to prayer because the funding from Lamy hadn’t been quite enough.

The carpenter toiled in silence for six months, the story goes, and then disappeared, without taking any payment. He was never heard from again—though some historians claim to have tracked him down to Las Cruces, where he met his end in a bar fight. The Sisters of Loretto finally went broke in 1968; the chapel was desanctified when it was sold in 1971, but it’s still a popular wedding spot. The chapel closes at 5 p.m. every day in winter.