How about a 10K run straight up a mountain, starting at 8500 ft? Or the International Bat Festival? I know you can find the first one on the Angel Fire (NM) Convention & Visitors Bureau site http://www.angelfirefun.com (coming up Oct. 2) but the second one we stumbled on in Carlsbad, NM one summer and I swear it wasn't on their official tourist calendar. Ditto with the mining contests (how fast can you pound a hole in a granite boulder, by hand?) in Creede, Colorado over 4th of July.
Anyway, does anyone know of a good calendar that lists offbeat(ish) events like these? I enjoy stumbling on them, but I'd definitely plan trips if I knew what was coming up.