Well.. Nowhere usually
. But If I wanted a day trip, there are a number of State parks and Forests in the area. I have been to Clark State Forest in Indiana, they have camping and hiking, a very scenic hilly terrain. Bernheim Forest is nice too.
A little further away is Clifty Falls State Park, good hiking. There are a few lakes nearby, but I have never been without a boat so I dont know what foot activities are there. I know Taylorsville Lake, and Gist Creek Lake have very reasonable john boat rentals if you like to fish. Its way too cold now to do this, but you can rent pontoon boats from Taylorsville and Patoka Lakes. Patoka is much better lake for on water recreation, its larger and much more open. Taylorsville is packed with fisherman and really long and narrow for the most part.