Santa Fe, New Mexico Activities Shop at the Palace of the Governors To shop for genuine goods produced by Pueblo Indians, visit the Palace of the Governors. The Museum of New Mexico reserves the porch for authorized participants in the Native American Vendors Program to display and sell wares they have made, including pottery, metalwork, stone and shell jewelry, beadwork, sandpaintings, leatherwork, weaving, carvings, drums, drawings, and paintings.