So, if you've ever been to SLC, the city is surrounded by mountains on one side and the lake on the other. And they refer to the mountains as the canyons, because you go up into the canyons between the mountains to ski. There are even city busses to go up into the different canyons so you can go ski for the cost of a city bus fare! Soon to be a tram up into Little Cottonwood Canyon (Alta and Snowbird), even, to relieve traffic and make it possible to get up in to ski even when the road is closed. Sometimes due to avalanches. If you live up on the edge of the mountains you're living 'in the canyons'. Gotta shell out some cash there to do that, though. I'm told the canyons are also a major draw in the summer for things like fishing and hiking, though I've only been there in the winter- for, ya know, the skiing.
It's not just Arches and Zion and whatnot- the canyons around SLC are much more snow covered and are an integral part of the area. And they're central to the winter sports culture there.
This is one of the canyons that are literally right next to the city:
Tell me that that doesn't make you think of winter sports.