It is perhaps not widely known that there are waterfalls that can freeze up within 20 minutes of NYC. Obviously it requires sustained cold temps, these pictures are from the polar vortex back in 2012 I think? (I hope the picture links work). Peanut leap is tiny (50 feet maybe?) but Greenbrook is tall with multiple tiers. Supposedly there is a third waterfall somewhere but we ran out of daylight looking for it.
Unfortunately climbing in the Hudson Palisades is illegal. File it away somewhere in case the Palisades Interstate Park Commission ever eases up on climbing access. For the adventurous, the prohibition is technically a ban on "cliff-climbing" so you could perhaps take the view that climbing up a frozen water all avoids cliffs?
See regulation 408.1 at the PIPC page if interested. http://www.njpalisades.org/regulations.html
Also,
Greenbrook
Peanuts Leap
Google Maps Link: https://drive.google.com/open?id=1eDNebqIE_nGU-7R2YOBe8ZRJbrk&usp=sharing