The Blue Mountains are located only by train from Sydney, Australia. It's the only place I've been that it's both a National Park and an amusement park: there is a skyway, a cable car and a railway(Favorite Places I've Been)
Niagara Falls, both the U. side and the Canadian side. Winter everything is covered with ice and snow -- and you can always find new things to see and do! It's an amazing (and VERY romantic) place to visit!