A National Park inside a city? Well, almost. The city of Hot Springs, Arkansas was founded right up against Hot Springs National Park (which happens to be the smallest National Park in America) to capitalize on the tourists coming to the area for a dip in the healing hot spring waters. Cy Young, John F. Kennedy, Billy Sunday, President Herbert Hoover, Helen Keller, Babe Ruth, Jack Dempsey, Frank & Jesse James, and Scarface himself, Al Capone, were among the celeb fans of the springs in Hot Springs, so a visit here will put you in fantastic company. It's definitely one of the more unique National Parks, loaded with fascinating history crammed into a tiny area.
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There's no bad time to visit Hot Springs National Park. Spring and summer are spectacular, with mild weather and less crowds, but summer is great for hiking and exploring as well. Keep in mind that Oawlawn Racetrack attracts huge crowds during races, and rates can spike. Winter isn't a bad time to visit (the springs are naturally warm, and Arkansas winters aren't intensely snowy or anything) either.