Gansu
Dunhuang
An oasis at the west end of the Hexi Corridor, with sand dunes on one side and the Mogao Caves on the other.
Dunhuang is a small city in the Gobi. Most visits split between the dunes south of town and the caves to the southeast.
Mingsha Mountain and Crescent Lake are one site. Mogao is a separate trip and needs a timed entry arranged before you go. The caves open in rotation, so not every painted chapel is available on a given day.
Afternoons in summer are often windy, and the sand gets into everything. Keep the two sites on different halves of the day rather than trying to walk between them.