Hay Harbor Club course at Fishers Island. It's a great little 9 holer. Often overlooked due to the world-class course at the other end of the island, but HHC is fantastic fun. It is private, but I doubt anyone would stop you if you jumped on the course in the evening or early morning.
Here's a picture looking back from the green on the 2nd hole. Tee box is tucked over at the far right by the water. Very challenging hole.