The legend of the Seven Cities of Gold is a story in itself.  Some people the cities weren't actually cities, they were caves where the gold was hidden.  After a while of pondering, the idea was almost dropped until Fr. Marcos de Niza claimed to hearing a story from a native that the cities were real.  Coronado's expedition was to see if the friar was a liar or a listener.
     Coronado's expedition ended in northern New Mexico with the Zuni Indians.  In 1590, though, a new expedition was founded.  Don Juan de Onate led an expedition up the Rio Grande river to northern New Mexico.  His plan was to follow in Coronado's footsteps and discover the cities.  They lay unfound to this very day.