Though it’s located in the same state, Chimney Bluffs State Park feels like another planet from NYC. Located in the town of Huron, this 597-acre state park sits on the Southern side of Lake Ontario and is home to large clay rock formations on the water’s edge. The area was acquired by the state in 1963, and now you can explore the bluffs on hiking trails in the summer and cross-country ski trails in the winter.