According to IMDB, 5 movies in which John Wayne appeared are listed as having used the Moab area of Utah as a location setting. They are -
Fort Apache (1948)
She Wore a Yellow Ribbon (1949)
Rio Grande (1950)
The Comancheros (1961)
The Greatest Story Ever Told (1965) (although whether the small scene in which Duke appeared was there, I don't know)
One movie that was listed in almost every specific Moab location was Against a Crooked Sky (1975). It's a so-so movie (IMHO), but the location scenery is pretty spectacular.
Mrs. C