The Train des Pignes opens up several good day trips without needing a car.
Entrevaux is the most compelling stop in the valley. The fortified medieval town sits below a citadel built by Vauban for Louis XIV, and the lower town retains its complete circuit of walls. The journey by train takes under half an hour; by car or bike along the D908 it is about 20 kilometres. Entrevaux has a good market on Wednesdays.
Thorame-Haute is a small village two stations north on the Train des Pignes, at a higher altitude than Annot. It serves as a starting point for walks into the higher alpine terrain around the Var headwaters. There is little in the village itself but the scenery becomes markedly more mountain-like above it.
Castellane, to the west via the D955, is the gateway to the Gorges du Verdon. The drive takes about 45 minutes. The Gorges du Verdon — sometimes called Europe's Grand Canyon — can be explored from the village of Moustiers-Sainte-Marie or along the Route des Crêtes above the north rim. A car is essential.
Nice is three hours by Train des Pignes — a full day out, but the train journey through the gorges and switchbacks of the Southern Alps is worth doing in one direction at least. It is more practical as a journey than a day trip, but passengers starting in Annot often ride to Nice and take a bus or different train back to avoid retracing the route.