This is the Jackson Staircase, named after photographer William Henry Jackson who did not build them but rather “discovered” them in 1877. (Discovered in quotes here because it was a discovery of sorts for Anglos. Other local people obviously knew about them.)
The stairs were built by the Chaco Puebloan culture about 1,000 years ago. There were dozens of great houses (large, multiple story pueblo buildings) in Chaco Canyon and they were connected by an impressive network of roads to more than 150 other great houses in the region. The Jackson Staircase is part of one of those roads. Least you should think the entire road system was as primitive as this staircase looks, that was not really the case. There were at least eight major roads as much as 30 feet wide covering more than 180 miles. Much of the road system was flat or ramped and otherwise improved to a amazing degree. There were way stations of various sorts built along the way as well as low masonry walls that some say may have functioned as a type of curbing.