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These photos are of Upper Antelope Canyon, just outside of Page Arizona. The canyon is located on the Navajo Nation, and run by a Navajo family. It's a permitted area so in order to visit you have to book a tour with one of the many tour companies in Page that go to Antelope.

The canyon is carved out of the Navajo Sandstone. The Navajo Sandstone is a section of ancient fossilized sand dunes from the Jurassic period of the dinosaurs, over 100 million years old. Antelope Canyon on the other hand has been carved out in much more recent times. The Canyon itself is carved out by seasonal flash floods that tear through it after heavy torrential downpours from summer monsoonal thunderstorms that usually strike from late June to September and October. The stone itself gets the beautiful red and orange colors from iron oxide, rust, present in the rock. At certain times of the year, late March to October, the sun is positioned in a way that only little parts of light can penetrate into the canyon due to the fact its so narrow and deep, over 120 feet in areas. The result is beautiful light beams that descend into the canyon and make for some really awesome photography.

The following is another image courtesy of Google Earth. It's a closeup of Upper Antelope. Click image for larger version.