Numerous quaint stone buildings are scattered around Fahnestock State Park. I believe they were built by the Civilian Conservation Corps. The Friends of Fahnestock and Hudson Highlands State Parks (FOFHH) site has a section on the history of the park, which states:
Work on park improvements at Fahnestock began almost immediately  and a few years later benefitted from the establishment of Civilian Conservation Corps camps in the park. The CCC program included the construction of dams at Pelton Pond, Stillwater and Canopus lakes, a downhill ski area, the camping area, Pelton Pond picnic area, comfort stations, shelters, roads, hiking and equestrian trails. The parkway was constructed under a series public works contracts and opened to Route 301 in 1935. The Canopus Beach complex and the Taconic Outdoor Education Center were constructed in the late 1970s. Fahnestock continued to expand and at 14,082 acres (in 2010), it is the largest park in the Taconic Region.