Clayton Lake State Park 139 Clayton Lake Road, Clayton, NM 88436, 505-374-8808, Clayton Lake State Park offers excellent fishing. Walk a half-mile to the lake's spillway and see the internationally significant dinosaur trackway, containing more than 500 footprints dating back more than 100 million years. Facilities here include a visitor center, camping, developed sites, electric sites, fishing, boating, restrooms, sailing, showers, trails and a playground.