Lakeside Cottage 4 Bedroom, 2 bathrooms, incredible lake views! Swan Lake is a small town nestled in Sullivan County in Catskills, NY. It is an area with plenty of lakes, waterfalls, horse farms, and mountain trails for hiking. From Farm-to-table fine dining to fast food options, it is all here. What is most noteworthy of the area are its picturesque mountain and lake views.