While reading Keep Albany Boring, they had a guest post about swimming in Burden Lake and a nearby pizzeria. I'm actually planning to attend a birthday party at the lake the weekend I get back from Iceland and I've never been to Burden Lake.
Funny, isn't it, that I'm going to see Iceland before a lake that is literally just 25 minutes from where I was born? Hm, such is life.
Anyway, I found the link in the post interesting because it includes information for dozens of swimming holes in the state. Some of which I hope to use during my next hike in the Adirondacks and a few of them were also in the Capital District.
I figured I'd do the leg work for ya and just cut/paste the info for the nearby swimming holes. You can thank me later...(especially for how the posts even say whether bathing suits are customary or not - awesome)

JACKS CORNER [JACK]: Sandy beach in Kinderhook Creek by highway
overpass with rope swing. This is a "local" place. PHOTO , PHOTO .
Grills are left under the bridge, strangers (especially those without
children) may get the "evil eye". To get here from I-90 east of
Albany, get off at RT 20 and go east to junction with RT 66. Cross
over Kinderhook Creek and park in large dirt lot on left. LAT, LON
lat=42.4951, lon=-73.54634(source: GPSV) (accuracy: approximate) LINK
TO GOOGLE MAP. Very confident. Not verified. Updated 3/7/04.

BEAVER COTTON MILL [BEAV]:Potholes and ravine at base of dam in
Kinderhook Creek. PHOTO . To get here from I-90 east of Albany, get
off at RT 9 and go south on RT 9 to Kinderhook. Turn east (left) onto
Main St. Go east through town to junction with RT 203 (Novak Rd).
Follow RT 203 north about 50 feet to parking area on right. Swimming
hole is under RT 203 bridge in Kinderhook Creek. LAT, LON :
lat=42.39897, lon=-73.67947(source: DeLorme) (accuracy:approximate)
LINK TO GOOGLE MAP. Very confident. Verfied by W. Brunner. Updated
3/7/04.

EAGLE MILLS [EAGL]: Falls in Posten Kill with potholes and large
swimmable pool. NOTE: Water shoes a must as there is considerable
broken glass. PHOTO ,PHOTO . To get here: Continue east on RT 2 to
Eagle Mills. Cross bridge over Posten Kill, park and walk back over
bridge. Path on right by fire hydrant leads to very steep, badly
eroded path to river. LAT, LON lat=42.72897, lon=-73.60408(source:
DeLorme) (accuracy:approximate). LINK TO GOOGLE MAP. Very confident.
Verified by W. Brunner. Updated 3/7/04.

JONES HOLLOW [JONE]: Falls in Little Hoosick River with potholes.
Bathing suits customary - in town location. To get here, continue east
on RT 2 to Petersburg. Cross bridge over Little Hoosick River and park
on right. Paths on both sides of RT 2 lead to river. LAT, LON :
lat=42.74897, lon=-73.33910(source: DeLorme) (accuracy:approximate)
LINK TO GOOGLE MAP. Very confident. Verified by W. Brunner. Updated
3/7/04.

HOOSICK FLATS [HOOS]: Deep section in Hoosick River. Current is swift
- NOTE: avoid area after heavy rains or thunderstorms. PHOTO . In
Petersburg, turn north (left) on RT 22. After you cross RT 7 (RT 9?)
near Hoosick, on RT 22, look for dirt roads on the right. Turn onto
the second one and drive to river. Most cars park on rocky bank, but
be careful not to get stuck. LAT, LON :lat=42.86203,
lon=-73.34169(source: DeLorme) (accuracy:approximate) LINK TO GOOGLE
MAP. Very confident. Verified by W. Brunner. Updated 3/7/04.

From Glens Falls, go north on I-87 to Exit 25 (Chestertown exit) then
go west on RT 8 into the Adirondack Park, past Wevertown (set odometer
here), then:

FOX LAIR[FOXL]: Abandoned Adirondack estate, Fox Lair, now State
property, has small gorge with deep swimming hole in the East Branch
Sacandaga River. PHOTO . LAT, LON : lat=43.56026,
lon=-74.11930(source: DeLorme) (accuracy:approximate) LINK TO GOOGLE
MAP. To get here: Continue west on RT 8 to about 12 miles past
Wevertown. Here you will see on the left (west) side of the road an
embankment control project where there is grass planted in a green
mesh. See the road (dirt/gravel) right at the far (west) end of this
embankment project - but there is no place to park here. A very short
distance further is another similar road, park here and walk back to
the first road. Walk down this old estate road (it gets more narrow as
you go down) only about 5 minutes and you will see on the left a set
of concrete (yes!) stairs heading toward the river. The swimming place
is here between two large rock banks. Very confident. Verified 8/2005.
Updated 8/21/2005.

SHANTY BROOK [SHAN]: Deep hole at foot of 12 foot high falls in gorge
of Shanty Brook. Pretty remote, bathing suits probably optional. PHOTO
. LAT, LON : lat=43.531636, lon=-74.147650(source: DeLorme)
(accuracy:approximate) LINK TO GOOGLE MAP. To get here: Continue west
on RT 8 past Fox Lair (above) about 2 miles or so more to the Shanty
Brook parking area - a large lot (with separate in and out driveways)
on the south (left)side of RT 8 (there is a long box-type guardrail on
the north side at this point). Walk northeast (back the way you came)
along the road, after the end of the guardrail - about 800 feet from
the parking area - on the north side of RT 8 to a dirt road that goes
toward the East Branch Sacandaga River. About 100 feet on this road
look down at the river and see several cables going across the river
and a steep path that goes down to the river bank; cross the river on
the cables or by fording. Follow the trail on the other side of the
river at the cables. You will soon be going up along the west bank of
Shanty Brook. Follow this trail a bit more than 1 mile (sometimes a
bit muddy - little streams to cross and a bit overgrown) and you will
see a yellow ribbon an a branch where a side trail goes down to a
waterfall. The deep pool is at the foot of this fall. Very confident.
Verified by another. Updated 10/21/2005.

GRIFFIN[GRIF]: There are several swimming holes along the North Branch
Scanadonga River near Griffin - including a falls. PHOTO 1 , PHOTO 2 .
LAT, LON : lat=43.47321, lon=-74.22464(source: DeLorme)
(accuracy:approximate) LINK TO GOOGLE MAP. To get here: Continue west
on RT 8 to about 2.4 miles BEFORE (east of) the RT 8/30 intersection;
look for where the guardrail on the north (right) side changes from
box-type to cable-type). Between the two types of guradrail you will
see a stop sign on a dirt road that angles to the right off of RT 8.
You can drive on this road north along the bank of the East Branch to
a bridge over the river. Cross the bridge and park. Walk to the left
down the road (downstream) a very short way then see on the left a
path that heads off toward the river. Follow this path a short
distance to where huge, flat rocks slope steeply down to the river.
This path is high above a rather steep bank and care should be taken
not to slide down. There are also several primitive camp sites along
this trail. The swimming holes are near here and downstream of here.
There are several swimming holes along here and a falls.

Alternate directions: Park in the paved lot across RT 8 on the south
(left) side of RT 8 (signed "trailhead - Georgia Brook, Cod Pond,
Wells Lake"), cross RT 8 and walk down the dirt road. A trail on the
left, about 100 feet down this road leads to a large swimmable pool
that is very difficult to access from the other side of the bridge.
Very confident. Verified 8/2005. Updated 8/22/2005.

AUGER FALLS [AUGE]: NY DEC Scenic area on Sacandaga River. Falls,
swimming areas upstream from falls. Bathing suits sometimes optional-
depends on the crowd. LAT, LON : lat=43.46722, lon=-74.24689(source:
DeLorme) (accuracy:exact) LINK TO GOOGLE MAP. To get here: Continue
west on RT 8 thru the intersection of RT 30 and RT 8. Go north (right)
on RT 30/8 about 1.7 miles to the second right turn into a large dirt
parking area. Cars parked near this entrance are usually cyclist
vehicles. Turn right to trailhead for 1/2 mile hike to the falls.
Swimming is not advised here- deep gorge, swift current. To swim in
the pools drive straight to the far north (left) end of the parking
lot. Follow path to river and follow downstream for choice of 3 pools.
Very confident. Verified 8/2005. Updated 8/22/2005.

AUSTIN FALLS [AUST]: Adirondack picnic area with chute-type falls
nearby, deep holes for swimming. PHOTO . LAT, LON : lat=43.501,
lon=-74.280(source: Topozone) (accuracy:exact) LINK TO GOOGLE MAP. To
get here: Continue north on RT 30/8 to where you see a closed and
barriered bridge that goes to the right over the Sacandaga River to
Old Highway 30. This is where you want to go but you can't go this
way. Continue on RT 30/8 until you see the other end of this road
where it comes back and rejoins RT 30/8 (sign just says "Snow plow
turnaround"). Turn here and go 2.5 miles down this paved but bumpy
road then park by the road. Walk down to the river and you will hear
and see the chutes known as Austin Falls. WARNING: The flow can be
very fast at some points here, be very cautious where you enter the
water. Don't go in if you can't find a safe place. Very confident.
Verified 8/2005. Updated 8/22/2005

DUG MOUNTAIN BROOK [DUGM]: Remote, Adirondack picnic area with sandy
beach extending into the Jessup River - slopes very gradually, good
for children. Falls nearby. LAT, LON : lat=43.59514,
lon=-74.38989(source: DeLorme) (accuracy: general area) LINK TO GOOGLE
MAP. Uncertain. Not verified. Updated 12/10/2002. To get here: There
are two ways to get to the Dug Mtn. Brook Picnic Area, one by land and
one by boat, both take a good bit of effort:

By Land: Continue west on RT 8/30 to Speculator. Go about 5+ miles
north of Speculator on RT 30 to Whitaker Lake road (on the east
(right) side), look for a large rock that has been painted like a pig
face. PHOTO . This is a rough road, but you can drive a regular car
maybe mile in, about as far as Camp Deerfoot, then park. Walk about 1
mile more down this road to where an old unused road heads north. Walk
up this road past the road barrier, over the decrepit Cannon Brook
bridge, for a total of about hour where you will come into a field of
trees and brush (Part of Indian Clearing) and an obscure fork in the
trail. Take the left fork toward the Jessup River. Go north alongside
of a swampy area then follow the east bank of the Jessup River, rough
going, easy to get lost, use your compass. In about 30 minutes walking
along the bank of the river, you come to the Dug Mtn. Ponds and the
Dug Mtn. Falls which empty into the Jessup River. The picnic area and
swimming hole (in the Jessup River) are here.

By Boat: Go up RT 30 to the Indian Island Caretaker Headquarters off
RT 30. Here there is a public boat launch place. Ask how to get to the
Dug Mtn. Brook Picnic Area, it may be 8 miles by water from here, a
good distance for a canoe!

From Albany, take I-90 west to Exit 29 (Canajoharie) then take RT 10
north (joins RT 29A) to Pine Lake, where RT 29A turns west. (a total
of about 26 miles from I-90). Then:

NINE CORNER LAKE [NINE]: Nine Corner Lake has a main beach-y area with
a great rope swing plus many other coves where people swim with some
privacy. Clothing is optional at some of the more remote coves,
customary at she main/closest ones. There is primitive camping at site
- commercial campgrounds and state park campgrounds nearby. PHOTO 1 ,
PHOTO 2 . To get here from the intersection of Rt 29A and RT 10 in
Pine Lake: Turn west (left) onto RT 29A and in about .25 mile park at
trail head. Parking is on both sides of the road, but the trail leaves
from the north (right) side. Sign in at register and follow wide trail
1.1 miles to lake. Keep right at all forks and you will come to the
lake and the main "beach" and rope swing. Cross over rock dam at main
beach and follow "fisherman's" paths to other swim opportunities. LAT,
LON lat=43.19106, lon=-74.55022(source: DeLorme) (accuracy:
approximate) LINK TO GOOGLE MAP. Very confident. Verified 8/2005.
Updated 8/24/2005. A Family-Friendly
Walden's Pond


GOOD LUCK LAKE [GOOD]: Medium size lake with rocky shore for informal
swimming. PHOTO OF LAKE (but not at beach) . Bathing suits optional.
Primitive camping at site. Group camping or stays of over 3 days
require DEC permit. To get here from intersection of Rt 29A and RT 10
in Pine Lake: Continue north on RT 10. Go past some parking areas and
park where sign reads "Trailhead Parking". Park on the east side of
the road, cross road to where trail begins. There is a sign there that
says "Good Luck Lake .4 miles"- I think this is not correct. The trail
will take you to a sandy beach area on the lake in about 4 miles. Or
you can go about 30 yards south of this trailhead to an unofficial
trail that begins near the diamond shaped highway sign that will get
you to a rocky shore in .5 mile. LAT, LON lat=43.24944, lon= -74.54194
(source: Topozone) (accuracy: general area) LINK TO GOOGLE MAP. Pretty
confident. Partially verified (didn't go full 4 miles to beach)
8/2005. Updated 8/24/2005.

POESTENKILL GORGE[POES]: Swimming place at bottom of falls in Poesten
Kill river gorge. PHOTO , PHOTO . This from a visitor:" The hole is at
the base of the falls and is very wide and deep. As a warning, the
water can get very rough after heavy rainfall, and the area could get
quite dangerous. This is an urban area, and the falls are in sight of
the parking lot, so bathing suits are required. I am not sure what the
official sanction is, but I have seen others swimming here as well. "
LAT, LON : lat=42.7212, lon=-73.6784(source: Measured by another)
(accuracy:approximate). LINK TO GOOGLE MAP. To get here from Troy,
take RT 2 East up the hill, passing through a couple stoplights, until
you get to a light and bear right onto Pawling Ave., going across a
bridge (over the stream that creates the swimming hole). Then take the
first right onto Linden Ave. There is a parking area to observe the
falls on the right about a quarter mile from this turn. Park in the
lot, then walk down the hill to the observation platform, then down
the rocky bank to the water. Very confident. Not verified. Updated
7/10.