There are many gorgeous trails in the surrounding areas which you can hike over the weekend and conveniently a good number are accessible by train or bus from New York City. Possibly the most famous trail of all is the Appalachian Trail, which starts in Georgia and goes all the way up to Maine. For day trips or a hike of a few hours, you can take a bus or train from the city.
The most popular way to get there is by train from Grand Central Station. There are two early morning trains, along the Harlem Line, that run on weekends only. The train will drop you off at the tiny Appalachian Trail station that runs right through the trail itself. The walks in both the north or south direction along the trail are picturesque, but the south walk is possibly less strenuous and better for beginners. You begin by walking along planks through a swampy area, and then enter a lovely forest area. Soon afterwards the forest ends and you are out in the open in the middle of fields and farms. Walk alongside the farms and make friends with the cows and horses that inhabit them. The backdrop to these fields and farms are the gorgeous mountains, which are especially picturesque in the autumn months with the colorful leaves. Bring a camera as there are several lovely photo opportunities. Then cross the road and enter another forest area, but you will find this one feels different to the last. You will see new types of plants and trees in this area. So the walk is a real feast for the senses because the trail takes you through various terrains and landscapes. The train schedule will allow you to hike for either 3 hours or 5 hours before you have to get back to the tiny station for your return trip to the city.
It is also possible to take the Metro North train (information can be found at mta.info/mnr/html/planning/schedules) to Cold Spring train station. There are many trails within walking distance of the station, but for the Appalachian Trail go into Hudson Valley Outfitters, a sports store near the station. It is one of the first stores along Main Street when you leave the end of the platform. For a small fee, they provide shuttle service to the trail. It would be wise to book ahead at hudsonvalleyoutfitters.com but on weekends they have regular service for the many hikers that enjoy the area, especially in the warmer months. You are dropped off at the trail head and arrange to be picked up at a specified time later in the day. The trains back to New York City run every hour. They also provide kayak rental and kayak tours, which are a lot of fun.
Another option would be to take the Short Line bus to the Appalachian trail from Port Authority Bus Terminal. There is a bus that goes to Bear Mountain as well as to the Military Academy across the Hudson River. For more information about Short Line visit coachusa.com/shortline and stateparks.com/bear_mountain to learn more about Bear Mountain. It is an approximate 2 ½ hour ride, but the bus leaves you right at the trail and then you have a few hours to hike before getting the last bus back to New York. There are bathroom facilities in Bear Mountain State Park, and also food vendors to buy drinks or snacks. The Appalachian Trail runs directly through the park or you can enjoy several other trails in the area, including one around Hessian Lake that is very picturesque.
Another choice, is to take Martz Trailways (for schedules check martztrailways.com) bus from Port Authority to the Delaware Water Gap in Pennsylvania. The Gap is right on the border between Pennsylvania and New Jersey, and the Appalachian Trail (for maps and information visit appalachiantrail.org/newjersey) runs directly through the town. It is a 2 hour ride and a short walk from the bus station through the middle of town to the trail itself. The town has a few stores and eateries, and even trolley tours of the area during the warm months. Again, you can spend several hours exploring the area and hiking the trail before returning to New York City.
So as you can see, there is little excuse not to hike the famous trail and enjoy all the benefits of a walk in the woods, and a tranquil break from the hustle and bustle of city life will always refresh you.