Day 8: Custer State Park Many people say that Custer State Park in South Dakota is one of the best state parks in the country, and they are right! Located alongside the Black Hills National Forest (and also the Wind Cave National Park), the boundaries between the Forest and the Park are a bit blurred. For example, as I entered into the State Park from Custer the town, I ran into Stockade Lake (pictured below), along with Bismarck Lake. Stockade Lake is part of the Custer State Park.