E.P. Tom Saywer State Park (Goose Creek Nature Trail)- Inside the city, this is a different type of state park, but it still affords many recreational opportunities. My husband and I have visited once, and discovered there are a couple miles of nature trails in the park.
Brown Park - Although there aren't any hiking trails in this nature park, there is a nice paved walking trail that winds along a stream. It makes for quick and convenient access to nature when time is limited.
Jefferson County Forest Trail
Charleston State Park (IN)
Knobstone Trail (IN)
Hayswood Nature Reserve Trail
Hike and Bike Trail
Cull Hollow Trail