Conglomerate Rocks are formed by the cementing together of particles that eroded from pre-existing rocks. Particles (boulders, rocks, gravel, sand, etc.) are washed or blown away to accumulate somewhere else, and if left in place long enough, can become cemented to form new stone that still shows the character of the original rocks. 

Alluvial fans are made of particles eroded from the mountains upon which the alluvial fans are resting. Over time, alluvial fans can become consolidated, and in this case, the resulting conglomerate rocks are referred to as fan-glomerate rocks. As climate conditions change over the eons, water flowing out of the mountains can cut into and erode channels into the fanglomerate rock resulting in deep, narrow canyons with highly sculpted walls.

Banded cliff shows signs of stream-flow sorting	Banded rocks, now tilted, show signs of stream-flow sorting
Poorly cemented conglomerate	Poorly cemented conglomerate
Limestone fragments cemented in red sandstone	Limestone fragments (including fossil) cemented in red sandstone
Loosely cemented alluvial material along a wash	Loosely cemented alluvial material along a wash
Cobbles of various sized cemented together	The white material is natural cement