Albany is a compact town and the historic centre around Stirling Terrace, York Street, and the waterfront is easily walkable. The main cluster of restaurants, cafes, and heritage buildings sits within a few blocks of each other, and the Residency Museum and heritage park are a short walk from the main street.
For the coastal attractions — the Gap, Natural Bridge, Whale World, and the National Anzac Centre on Mount Clarence — you need a car or a guided tour. Distances are not enormous (the Gap is about 30km from town), but there is no regular public transport to these sites. Car hire is available in Albany from the major national agencies, and it is the most practical option for anyone wanting to cover the Torndirrup Peninsula, Frenchman Bay, and the Stirling Range in a day or two.
Taxis and rideshares operate in town. Cycling is possible in the flat central area, and a few trails connect to viewpoints on Mount Melville, but the coastal roads have limited shoulders and are not ideal for bikes.
The Transwa bus service connects Albany to Perth and stops within the town; for getting between local attractions you will need your own wheels.