Natural Bridge, New York is commonly referred to as a “hamlet.” This small village of 1.4 sq. miles is split between Jefferson and Lewis counties and is considered to be one of the oldest areas in New York which borders the Adirondacks.It is located in the northeast corner of the Town of Wilna and is east of Watertown. The name Natural Bridge was derived from the natural rock that formed over the Indian River. Natural Bridge Station is a location southeast of the community.