Cascade Falls swimming hole: https://www.tripadvisor.com/Attraction_Review-g60995-d3916666-Reviews-Cascade_Falls-Hot_Springs_South_Dakota.html
Kidney Springs free spring water, waterfall, nice sidewalk hike: https://www.roadsideamerica.com/story/63836
Chautauqua Park gentle cliffs to climb, river, picnic shelter, small playground: https://www.facebook.com/chautauquaparkhssd/
Wind Cave National Park, free to drive through and see prairie dogs, buffalo, occasional tourist pullouts/views on the highway: https://www.nps.gov/places/wind-cave-visitor-center.htm
Dinosaur Park: https://www.blackhillsbadlands.com/business/dinosaur-park https://www.youtube.com/watch?v=cT8xMKGadgE
Storybook Island, statues of famous kids’ book characters: https://storybookisland.org/
If you stay at this campground, tubing down Fall River last we checked, and FUN: https://www.allenranchcampground.com/Hot-Springs-SD-Local-Attractions
Small park fee allows you access to Sylvan Lake, buffalo, other lakes, wildlife loop where you can see wild donkeys, prairie dogs, often pronghorns, sometimes wild sheep, and awesome views: https://gfp.sd.gov/parks/detail/custer-state-park/
One of the free awesome trails around the hills, accessed behind Sylvan Lake (small park fee for Custer State Park): https://www.blackhillsbadlands.com/trails/sunday-gulch-trail
Iron Mountain Road, just a road in the hills, don’t travel in winter snow, unless you like scary driving: https://www.ironmountainroad.com/
Rockhounding is free in the National Forest: https://www.fs.usda.gov/activity/blackhills/recreation/rocks-minerals/?recid=25823&actid=73
Angostura Lake, pretty lake, sandy beach: https://gfp.sd.gov/parks/detail/angostura-recreation-area/
Mount Moriah Cemetery in Deadwood, famous people buried here: https://www.deadwood.com/business/attractions/mount-moriah-cemetery/