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