The High Line is basically an elevated train track that was built in the 1930s to help get freight traffic out of the way of local traffic. It fell into misuse in the 1980s and by the late 90s there was talk of demolishing it. So in 1999, Friends of the High Line was founded in order to try and preserve the tracks. As a result of their efforts the High Line was transformed into a park that stretches up above the west side of Manhattan from Gansevoort St all the way up to 34th St.
When I went a year or two ago, the whole length wasn't open yet. I plan to go back soon and will post pics when I do, but when I first went it was really cool. It's really neat to be walking a path among grass and flowers...and also train track. There are lots of great views of the surrounding parts of the city and, kind of surprisingly, a lot of art to view along the way!
Their website is very informative and it even has different maps to download for free to help guide you as you take your walk.