Santa Fe, New Mexico

It’s kind of an obvious answer but the art scene here is world-class. In particular the local, both Spanish and Native American are available in galleries year-round and via major market events that the city holds every year in the summer/fall in the center of downtown for artists to show and sell their art. This persistent and major event art culture creates a vibe that makes Santa Fe different from any other city in the U.S.

Here's a transplant's point of view on living in Santa Fe:
We moved to Santa Fe 5+ years ago from New England. We love it here but we are older but still working. SF definitely skews older but seems to be a decent brewery & music scene for its size. The weather is awesome, 4 seasons none of them harsh. Lots of museums & galleries both cheesy & not. Someone is bound to reply that it sucks here and you should go to a real, cool, big city, but while cost of living is higher here than most of the state but still cheap compared to either coast.

For more reviews of what living in Santa Fe is like from locals check out: The Buzz

Transplants to Santa Fe note the oddity of the social interplay there. For starters there are three dominant cultures that tend to stick to themselves.
1) The Spanish culture, which considers itself the original community and founders of Santa Fe.
2) The Native American culture, primarily the ancestral Pueblo, who mostly live north of the city in the Pueblos.
3) The transplanters who tend to hang out together and act much as expats do in foreign countries.

This feeling like an outsider many transplanters say is what they find most disconcerting about living here: like they never quite fit in.