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