If there's anything to make me want to rock climb, this is it.
Devil's Tower rises up out of the plains in northeastern Wyoming. I visited it on my way back from Elk Creek Gardens in Oregon to St. Paul at the end of summer in 2004.
Devil's Tower is an igneous intrusion; i.e. a very resistant piece of volcanic rock called porphyry that forms hexagonal columns as it cools. The surrounding rocks are sedimentary, making them far less resistant to erosion. Originally, they probably surrounded Devil's Tower but have gradually worn away, while the harder igneous rock remains solid.
New England doesn't have anything nearly as dramatic as Devil's Tower, but the Appalachians are made of granite, another durable igneous rock, which is why they are still around after so many ice ages.