Salem has many small and mid-sized malls in addition to very large The Mall at Rockingham Park. Salem has many small and mid-sized malls in addition to very large The Mall at Rockingham Park. From what we saw, we'd say that Rockingham. Shopping some stores on the Upper Level at the Mall at Rockingham Park, I came to FYE. . Shopping in the lower level corridor on the end of the Mall at Rockingham Park being redeveloped, I went to Josh's Toys & Games. If you found this review helpful, please click. If you found this review. I shopped mostly music CD's and DVD's.