⛪ The Chapel on the Rock — Camp St. Malo If you’ve ever driven the Peak to Peak Highway between Estes Park and Allenspark, you’ve probably seen it — that stone church standing proud against the mountains. That’s Saint Catherine of Siena Chapel, but everyone around here just calls it the Chapel on the Rock. Built in 1936, this incredible structure was part of Camp St. Malo, a Catholic retreat center that’s been a piece of Colorado history for nearly a century. It was blessed by Pope John Paul II