Visit our boat-filled harbor on the Long Island Sound, and our large tree-filled park great for a picnic lunch. Nestled in the Gold Coast along the North Shore of Long Island, New York, Cold Spring Harbor is truly a hidden jewel. Visit our boat-filled harbor on the Long Island Sound, and our large tree-filled park great for a picnic lunch. Nestled in the Gold Coast along the North Shore of Long Island, New York, Cold Spring Harbor is truly a hidden jewel.