Approaching Al Khazneh or The Treasury at Petra, Jordan. As we hiked through the sandstone gorge in Petra, we rounded a corner and got our first glimpse of The Treasury, an impressive facade carved into the cliffs. Then out of nowhere this kid on a donkey came riding through the narrow passage to complete the scene. Quite a few films have been filmed here, including the last scenes of Indiana Jones and the Last Crusade.