We were climbing in Sabino Canyon in Arizona when we came across this structure. It has no doors or windows, and it’s at the top of an imposing bluff. The building has an underground portion, as a flashlight couldn’t shine to the bottom.
A little googling leads here
"The structure is a water tower - or above-ground storage facility - probably associated with a well to the south and east," said Chris Schrager, a historic preservation specialist with the U.S. Forest Service.