 Glenwood Canyon has served as the primary transportation artery through the Rocky Mountains , even before the creation of U.S. highways . Railroads have used the canyon since 1887 and a dirt road was built through the canyon in the early 20th century . The first paved road was built from 1936 to 1938 at a cost of $ 1 @.@ 5 million ( equivalent to $ 25 million today ) . 
