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The Ancient Pueblo peoples are known for their cliff dwellings found throughout the American Southwest, in places like Mesa Verde, Bandelier, Montezuma Castle, and the Gila Cliff Dwellings.

Why did they build their homes in such difficult to reach locations?

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I'll look into in deeper when I get the time, but the traditional explanation I always heard was the Apache. –  T.E.D. Dec 10 '13 at 17:30
    
Also, stone is good for keeping a nice stable climate. Cools the room down when it's hot, heats it up when it's cold. That doesn't explain the location, though, just the material. –  Lennart Regebro Dec 10 '13 at 17:50
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Not enough trees for wood houses, and water too precious to make adobe with, doesn't leave many choices than stone. Castles are built on top of hills to enhance defense, but why lug all the stone to some remote hill when it is already in a hill? –  Pieter Geerkens Dec 11 '13 at 6:06
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The Pueblo Indians were surrounded by many nomadic tribes which are revered for their fierce fighting skills. Today we collectively call those tribes "Apachean" and/or Navajo. The Pueblo Indians were agricultural and according to the Spanish, they were very peaceful. Spanish missionaries built churches amongst them and early European settlers traded with them with few problems. (They was an Indian uprising at Acoma in the 1500s and the friar was killed after he abused the Indians for many years by eating too much of their scarce food, but it appears to be the exception). The choice of building structure is defensive and was very successful until the arrival of the Spanish. The Pueblo Indians chose defense rather than to engage with the fierce warrior tribes surrounding them.

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