Metro North Railways offer several day trips from NYC.
I took the trip to the Maritime Aquarium, Norwalk, Connecticut. http://web.mta.info/mnr/html/getaways/outbound_maritimeaquariumatnorwalk.htm
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It's a short trip and enjoyable at a reasonable price. Not only is the aquarium worth the trip but there are some nice bars, restaurants, and stores to explore in the SONO area.