Spaniards were the first Europeans to enter the American Southwest. In 1541, Francisco Coronado led an expedition from Mexico in search of the mythical Seven Cities of Cibola, supposedly filled with gold and other riches. Instead of gold, Coronado found the Zunis, who were terrified by the Spaniards' horses, animals never seen by them before. After marching through what is now New Mexico, Texas, Oklahoma, and Kansas, a bitterly disappointed Coronado returned to Mexico. But soon other Spaniards went back to the Southwest to colonize, convert and exploit the native tribes.