In today's county of Dunhuang in the Gansu Province there remains an extensive legacy of the cultural crossroads that was the Silk Road trade route: the Mogao Caves. This system of nearly 500 grottoes forms one of the greatest sites of Buddhist art on Earth for the period between the 5th and 15th century and are still in remarkable condition. Entrance is 160Y (about $25 US) and tours are free. You won't have free reign of the caves due to an effort to keep them preserved, and the lighting isn't the best for studying ancient murals, but for anyone interested in the rich history of the Silk Road or who cherishes the art that remains to tell the story of civilization, then a trip to China's northwest is well worth it.
Note:Domestic flights to Dunhuang from major Chinese cities can get pretty expensive (over $1,000 US for round trip), so it may be better to combine this attraction with other Silk Road activities like the ruins near Turpan if you are planning a trip. There are no day trips from big cities. The nearest is Xining, which is a 17-hour drive.