Alexandra Falls is the most dramatic natural sight within an easy drive of Hay River. The Hay River drops hard into a forested gorge, with viewing areas that let you feel the size and sound of the water without a difficult hike.
It belongs to Twin Falls Gorge Territorial Park near Enterprise, so treat it as a half-day excursion rather than an in-town sight. If you have a car and one spare day in Hay River, this is the detour that makes the day feel complete.