This is at Colorado Monument at a place called Cold Shivers. You walk out on a ledge which extends out away from the rock wall. It definitely gives you cold shivers standing out there.
My mom let our cat Salem walk out the door into the snow. He was super wet & cold, but I think he actually liked it! lol.
If you listen closely at the end, you can hear where I said "WOAH!" because I slid on some ice... =D