Laguna Parrillar National Reserve is a good antidote to the wind-scoured openness around Punta Arenas. South of the city, the reserve protects lenga and coihue forest around Laguna Parrillar, with short walks, picnic areas, and a colder, quieter version of the Patagonian lake landscape.
It is not a headline sight like the penguin colonies or Torres del Paine, but it is a solid half-day nature escape if you have a car and want forest rather than another city museum. Weather changes quickly here, so bring layers even on a clear morning.