There is one private golf club on the border of Cold Spring Harbor/ Huntington. It's called " Huntington Country Club" on Main Street in Huntington. You can also just join their Winter club to just use the ice rink, tennis and the paddle courts.
The other private golf club ( you can also join, just as a pool and tennis member) is called " The Huntington Crescent Club" in Huntington. ( next to Centerport).
The town of Oyster Bay has a public golf course, (1 South Woods road in Woodbury.) 5 mns drive from Cold Spring Harbor town.