12 Things to Do in Red River Gorge, Kentucky

12 Top Things to Do in Red River Gorge, Kentucky. In Eastern Kentucky, this scenic area is known for its spectacular rock formations and sandstone arches. Red River Gorge and Natural Bridge State Park have a wide variety of outdoor activities including scenic hiking and horseback riding trails, kayaking and ziplining adventures, and restaurants with delicious Kentucky barbecue and bourbon. You can’t help but fall in love with Eastern Kentucky.