This location is similar to the Grand Canyon location in more ways than one. For one, this is a location that is really popular here in the US but just like with the Grand Canyon, we couldn’t recall more than 1 song sequence that has been shot here. The 2nd one is the terrain and the look-and-feel of the land in the area which is very similar to the ones that we see in the Grand Canyon area.

About the location (from Wiki):
Monument Valley is a region of the Colorado Plateau characterized by a cluster of vast sandstone buttes, the largest reaching 1,000 ft (300 m) above the valley floor. It is located on the southern border of Utah with northern Arizona near the Four Corners area. The valley lies within the range of the Navajo Nation Reservation, and is accessible from U.S. Highway 163.

Monument Valley is officially a large area which includes much of the area surrounding Monument Valley Navajo Tribal Park, a Navajo Nation equivalent to a national park. Oljato, for example, is also within the area designated as Monument Valley. At the Park there is a visitor center, and a small convenience/souvenir shop and a restaurant. Visitors can pay an access fee and drive through the park on a 17-mile dirt road (a 2-3 hour trip).

Movies shot at this location:
NuvvantE Naakkishtam from Devadasu