North Yorkshire Moors Steam Railway (http://www.nymr.co.uk) From Pickering 18 miles 29 kilometres through the Moors to famous coastal town of Whitby. Featured on UK TV series Heartbeat and the Harry Potter film.
Guided walks
If you are not sure about going out on your own then a great way to see the park in all its glory is with a guide. Guided walks and mountain bike rides can all be booked and with 500 miles 800 kilometres of bridleways throughout the park, horseback is a fabulous way to see this amazing countryside. If you have your own horse you could spend a week trekking in the area staying at designated B&Bs, or there are plenty of stables dotted around who will happily take you on hacks.
Go Ape is a tree top assault course in the Dalby Forest. (http://www.goape.co.uk)