Long Island, New York - The Long Island Railroad  runs from Pennsylvania Station in Manhattan to various points on Long Island on many branches. Service is not as frequent as the NYC subways. Take the Long Island Rail Road from Penn Station to Long Beach ($8.25 one way during off-peak hours) and from there go south to the beach itself.
Cedar Island Lighthouse, New York- One of our favorites from this trip. A one and a half mile walk (each way) along the beach to reach this one. Great beach-combing along the way. Though it is abandoned and the doors and windows are bricked shut, there was something hauntingly beautiful about it. There are hopes of someday restoring it.
Long Island’s North Fork, a world away from the Hamptons