This is the Cathedral Basilica of St. Francis of Assisi in Santa Fe, New Mexico. This Catholic Cathedral was built from 1869 through 1886 in the Romanesque style, although the style is not completely obvious as the spires planned for the church, a prominent feature of that style, were never installed.
The cathedral was built on the location of an earlier church, La Parroquia, which had been built in 1714 through 1717, and which itself stood on the location of a church built in 1626 that had been destroyed in the Pueblo Revolt. A small portion of the earlier church was incorporated in the construction of the cathedral.
An interesting feature of this church is that it is located only two blocks away from San Miguel church. This tends to show the Catholic concentration of the community at the time these various churches were built, as they were being built in close proximity to each other. Santa Fe retains at least one more downtown Catholic church today.