Winchester's location at the edge of Winchester Lake and Winchester Lake State Park make it a year-round destination. The lake is a favorite spot for fisherman regardless of the season. The park is popular for picnics or as a starting point for a hike.

Located one mile past the entrance to the state park is the Wolf Education and Research Center. This center offers a rare opportunity to learn and observe more about the wolf in its natural habitat.

Other activities in the Winchester area include snowmobiling, cross-country, skiing and ice fishing.

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