The Anza Borrego Sculptures are like something straight out of a movie. While driving through Borrego Springs there are 130 full size sculptures out in the middle of no where. Great chance for night photography!
Here's a map I made that marks where most of the sculptures are (here).
First, you enter the park and drive through the little city of Borrego Springs. There will be a roundabout you can't miss, so you know you're on the right path. There is nowhere to park to get to the sculptures specifically, so just keep that in mind and the map I made should help. Some of the sculptures you will need to do a little off roading to get up close and personal to (I was in a 4 door sedan and made it just fine). They are very spaced out so driving is a better choice to see them rather than walking, especially if the weather is hot at all.
An artist named Ricardo Breceda placed all of these sculptures out in the desert for all to enjoy.The artworks range from prehistoric mammals to historical characters, dinosaurs, 350-foot-long serpent, etc.
Tip: don't do this during the summer the temperature is WAY to hot to enjoy anything in Anza Borrego.