The Fox Theatre is a small downtown cinema whose value is as much civic as cinematic. It keeps a classic Main Street marquee alive in a town where many buildings have had rough decades, and it still shows films on weekends and for local events.
You do not need to plan a trip around it, but if you are walking Main Street it is worth a look. Together with the courthouse, jail, and old storefronts, it helps Walsenburg feel like a town with a past rather than just a highway junction.