Cabeza Prieta National Wildlife Refuge
This 860,000-acre national wildlife refuge, about 5 miles (a 10-minute drive) from Ajo, was established in 1939 as a preserve for endangered bighorn sheep and other Sonoran Desert wildlife, including the long-nosed bat and the Sonoran pronghorn deer, the fastest mammal in North America. People come here for hiking, photography, and primitive desert camping. There are interesting petroglyphs here, as well as wildlife; but be aware that there are no toilets, pit or otherwise.
A free permit, essentially a "hold-harmless" agreement, is required to enter, and four-wheel drive, high-clearance vehicles or all-terrain vehicles—needed to traverse the rugged terrain—are strongly advised.
Pick up a permit from the refuge's visitor center in Ajo, about a mile north of the downtown plaza; or go online, watch the 13-minute safety video, then download the permit to your phone or tablet.