Bagdad has nothing to do with its Middle-Eastern counterpart, Baghdad. The name arose from a father and son mining operation where the father dug out the ore and the son loaded it into bags. When the son's bag was full, he'd ask his father, "Do you have a bad, dad?".
Today, the small mining town is a great place to escape the hustle and bustle. You can enjoy the stunning views of the red rocks, the rick history and artifacts, and the nice golf course.