The first concrete evidence that an asteroid impact ended the Cretaceous Period was the discovery of an iridium-rich layer marking the Cretaceous-Tertiary (K-T) boundary. One area where this layer is exposed is in several places in Raton, New Mexico. If you go up the road towards "Goat Hill" the iridium layer is up to the right at the dirt road intersection.
Geologists and students from around the world come to Raton to see the Iridium Layer , which is exposed in Climax Canyon Park.
Check out Gizmodo's Travel Guide to Prehistoric Places which includes the K-T Boundary as one of the route's stops here.
If you'd like more information on the science surrounding the K-T Boundary at the Raton Basin, here are several studies with information about the asteroid and it's impact it had on earth when it striked: