The Gas Chamber, The Museum of Colorado Prisons. Ca�on City, in southern Colorado, is the home of the Museum of Colorado Prisons, a showcase of the atmosphere and exhibits of days, staff and inmates gone by. A visit to the the Royal Gorge Region isn't complete without stopping and "doing" time in this historical cell house that was the original Women's Correctional Facility constructed in 1935. The Territorial Prison in Ca�on City received its first inmate on June 13, 1871. In April, 1874, the prison was officially transferred to the Territory of Colorado by the U.S. Government and became known as the Colorado State Penitentiary.