Anza-Borrego Desert State Park is a California State Park located within the Colorado Desert of Southern California, United States. Created in 1932, the park takes its name from 18th century Spanish explorer Juan Bautista de Anza and borrego, a Spanish word for sheep. With 585,930 acres that includes one-fifth of San Diego County, it is the largest stat…Anza-Borrego Desert State Park is a California State Park located within the Colorado Desert of Southern California, United States. Created in 1932, the park takes its name from 18th century Spanish explorer Juan Bautista de Anza and borrego, a Spanish word for sheep. With 585,930 acres that includes one-fifth of San Diego County, it is the largest state park in California and the third largest state park nationally.