There are a couple places to hike in or near Dover Plains. First, the Appalachian Trail is not far from here, though it does not actually run through Dover Plains.
The Dover Stone Church is apparently a big draw for hikers and nature lovers alike. It's an interesting geological feature which has been accessible to the public for about a decade and though I've never made this hike, it definitely looks interesting and seems to be growing in popularity.
Finally, outside of Dover Plains, there is definitely hiking to the east on the Connecticut side of the border in Litchfield County.
