More ruins of the Hudson Valley include Bannerman's Castle on Pollopel Island, Briarcliff Lodge/King's College (went bankrupt in 1994), the Dunderberg Spiral Railway, Doodletown, New York, the abandoned iron ore mine and quarry at Little Stony Point, the Cornish Estate, Mount Beacon Incline Railway, the Hudson River State Hospital, and Wyndcliffe.
Update 3/15/01: The castle-like structure that perdedor mentioned in the writeup above is the old teahouse from the Halsey Estate in Irvington. My friends and I used to hang out there occasionally back when I was in high school (1987). As Yaz McBoo mentions on his webpage, the teahouse is "the only remaining structure on the old estate, besides some towers that are found in private backyards. It is a quaint little building, two floors, with an open hexagonal tower featuring gothic-arched windows. A walkway surrounds the pond, surpassing along the way a stone bridge, remnants of a fountain, and a dam. Foundations of other structures can be seen in the woods."
Disclaimer: Urban exploration can be fun but dangerous. This writeup should not be taken as encouragement for unauthorized persons to visit. | 
