And the tale goes that Montezuma, to hide his gold and treasure from Cortez and the Spaniards, launched a caravan north that eventually hid it all somewhere in the Southern / South Central United states. All sorts of theories have been proffered as to where it finally ended up, from Arizona, New Mexico, Texas and even Utah, but to date none of it has been recovered. A classic treasure story, with an uncertain treasure hidden in cave(s) and guarded by ghosts.