Peppers Grill & Bar is located in the heart of the UFO Capitol of the World in Roswell, New Mexico. Just three blocks north of the Famous International UFO Museum & Research Center. Peppers Grill & Bar features Southwestern Casual Dining with: Traditional Mexican Favorites Made to Order Salads Hand-Cut, Aged Steaks and Our Famous Baby Back Ribs As a testament to its local and regional appeal, Peppers Grill & Bar will have been in business at the same location for 30 years.