Peninsula State Park
One of the five (!) State Parks located in Door County, Peninsula State Park is also the largest, located in Fish Creek. You can explore it in all seasons and there is an observation tower giving you a nice view of Nicolet Bay and Horseshoe Island (sometimes closed in the winter, depending on the weather). As this is a State Park, there is a fee to enter with your car you can purchase a day pass if you don’t have an annual pass.
The many trails (hiking, mountain biking, skiing and snowshoeing) make it a popular park. Here is are a couple of options for exploring:
The Sentinel Trail (2.6 miles)
Hemlock/Skyline/Sunset loop (4 miles)