I'm not too familiar with the area, but I just gooogled "water fall + new york" and Watkins Glen was one of the results that popped up.

http://www.world-of-waterfalls.com/eastern-us-watkins-glen-waterfalls.html

If you go durning peak season, make sure to get there before the parking lot even opens. Otherwise, it's going to feel like Time Square in NYC.