The seven cities of Cibola, seven golden cities supposedly located in the American Southwest, are confined to the realm of legend simply because no one has produced definitive proof of their existence. Spanish explorers sought the cities on numerous expeditions, ultimately finding nothing that corresponded to the legend. Cabeza da Vaca first heard of the cities in 1528, and in the years following his rescue in 1536, Spanish explorers, including Coronado searched for the cities.
This is not to say that they are mythical. Perhaps the cities existed and were destroyed, the inhabitants having moved on to other locales. It is also said that the seven cities actually refer to Zuni pueblos, which Coronado did find on his quest. Essentially, the cities do exist; however, the golden nature of the cities does not correspond to the realities of the settlement, making the cities legendary rather than mythical.