The Wave is a sandstone rock formation located in Arizona, US, near its northern border with Utah. The formation is situated on the slopes of the Coyote Buttes in the Paria Canyon-Vermilion Cliffs Wilderness of the Colorado Plateau. The area is administered by the Bureau of Land Management at the Grand Staircase–Escalante National Monument …The Wave is a sandstone rock formation located in Arizona, US, near its northern border with Utah. The formation is situated on the slopes of the Coyote Buttes in the Paria Canyon-Vermilion Cliffs Wilderness of the Colorado Plateau. The area is administered by the Bureau of Land Management at the Grand Staircase–Escalante National Monument visitor center in Kanab, Utah.