Winona is a small populated place in Coconino County in the northern part of the U.S. state of Arizona.

[1] At one time it was also called Walnut, and Winona's railroad station was renamed Darling in honor of an engineer.

It has been a dry creek bed since a dam was built above Walnut Canyon in the 1950s to provide Flagstaff with a reservoir.

The Southwest Chief has been a regular visitor[6][7] and for many years it was served by the Santa Fe Railway.

It lies about thirteen miles (21 km) east of Flagstaff, meaning that it is out of sequence with the rest of the cities named in the song because of its near-miss: "Don't forget Winona."