Valhalla Provincial Park is one of the big wilderness draws within reach of Nelson, though it sits across Slocan Lake rather than on the city's doorstep. The park protects alpine basins, old forests, cold lakes, and granite peaks with names that match the mythology: Gimli, Asgard, and the Devils Couch.
This is not a casual city park. Access, trail conditions, and closures need checking before you go, and many routes require backcountry competence. For prepared hikers, though, Valhalla offers the kind of Kootenay mountain scenery that makes Nelson such a strong base: steep, green, quiet, and still a little rough around the edges.