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There's nothing quite like walking through a cholla forest. Many hikes in the southwest will take you through a cholla forest at some point. This "fuzzy" looking cactus is covered in venemous hypodermic needles that have microscopic rear facing needles to keep the needle stuck in your skin.
They are called the jumping cactus because they are rumored to jump out and attach themselves to people and animals. Scientifically speaking, they don't actually "jump" out at you... Here's the wiki entry on it's name:
The "jumping cholla" name comes from the ease with which the stems detach when brushed, giving the impression that the stem jumped. Often the merest touch will leave a person with bits of cactus hanging on their clothes to be discovered later when either sitting or leaning on them. The ground around a mature plant will often be covered with dead stems, and young plants are started from stems that have fallen from the adult. They attach themselves to desert animals and are dispersed for short distances.
Other names for this cactus include chain fruit cholla, cholla brincadora, and velas de coyote.
That being said, I have literally seen a segment of jumping cactus jump out onto my cousins pant leg as we rode past one on mountain bikes. There is some truth to some legends.