Chimney Rock in Morrill County, Nebraska.Mike Tigas from Columbia, MO, United States, CC BY 2.0, via Wikimedia Commons. The Chimney Rock in Nebraska is one of the most interesting rock formations I've seen. Years ago, I used to live in Omaha on a small Air Force Base radar squadron and never heard about this formation then, so it's interesting to learn about it now. The formation is in Morrill County in western Nebraska.