If i remember correctly Zion national park is in the Navajo Sandstone. I assume the features you are talking about are the arches which can be formed from wind erosion. I have seen the start of these arches in the Navajo Sandstone as well as other sandstones. If you look at the face of some sandstone outcrops you will start to notice little bowls forming. In these bowls are going to be sand grains from the outcrop and when the wind blows hard enough these grains help to dislodge others in the bowl. Water may also play a roll in the areas that are eroded out. If cement that is holding the grains together is weaker in this area of the outcrop it may be dissolved, giving an easyer path for the wind to get into. Hopefully this helps|||It was formed by volcanic activity and erosion

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