Anza-Borrego Desert State Park is a California State Park located within the Colorado Desert of Southern California, United States. 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 …Anza-Borrego Desert State Park is a California State Park located within the Colorado Desert of Southern California, United States. 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.