This is a riddle. Building a house with your own two hands is one
thing. Blasting one out of a bluff is another. This peculiar hole in
the wall took a tacidermist over six years to complete. What and where
is it?

Your riddle describes Hole N'' the Rock in Moab, Utah.

"Hole'N The Rock, one of the greatest blasting projects ever
undertaken by a man obsessed with living in a hole.

Hole N' The Rock is a big, artificial cavern in the side of a red rock
cliff 15 miles south of Moab along U.S. Highway 191. It's a 5,000
square foot home with 14 rooms supported by three rock pillars...

Albert Christensen started blasting the hole for Hole N' The Rock in
1945. While the rest of the world celebrated the end of war, Albert
celebrated the displacement of sandstone. By the time he was done, he
blasted away 50,000 cubic feet of the stuff. In 1952, he and his wife
Gladys moved in. It was a dark yet cozy place, and in those nuclear
times, perhaps the best bomb shelter in all of Utah. Albert couldn't
bear to part with his dearly departed donkey Harry, so, amateur
taxidermist he was, he stuffed the animal."

Out West Newspaper
http://www.outwestnewspaper.com/hole.html

Regarding the exact spelling of the place's name, different sources
place the apostrophe on the left of the N or on the right. But, as
you'll see in a photo on this site, the actual name uses double
apostrophes, and places them after the N:

Roadside America: Moab, Utah
http://www.roadsideamerica.com/attract/UTMOAhole.html

Google search strategy:

Google Web Search: "hole n the rock" utah
://www.google.com/search?hl=en&ie=UTF-8&q=%22hole+n+the+rock%22+utah

I hope this is helpful. If anything is unclear or incomplete, please
request clarification; I'll be glad to offer further assistance before
you rate my answer.

Best regards,
pinkfreud

great answer