7 Thrilling Places to Go Cliff Jumping in New York If you're looking to beat the heat this summer or just looking for you're next big thrill, here's 7 places you can take a leap in New York.* *Cliff jumping can be dangerous. People have died or have been seriously hurt. Before jumping, verify legality, water depth, and please use common sense. 1. Calf's Pen in Lake George Make the trek to Lake George, New York and dive into the Calf's Pen. There is a place to climb out safely and the water is extremely deep according to Every Trail.com. There's even several different heights to jump from.