Yes, it's a cemetery, but it was also the first park in New York. It's beautiful and you can see the Statue of Liberty and the Empire State Building. Not only is it great for walking, but you can see amazing sculptures and mausoleums.
It's in Brooklyn. Take the R Train to 25th Street Station, Walk East 1 block to Green-Wood at 5th Avenue & 25 Street.
Updates
I live nearby. If you go to Greenwood, Prospect Park and its lake full of wildfowl—mostly mallards and Canada geese but also a few pair of swans—is a short walk from Greenwood's southwest corner. The subway stop for this placid, safe corner of the Park is Fort Hamilton Parkway. The Park Slope side of the Park (with its food, cafe and people scene) is Seventh Avenue, both on the F train.
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