Newburgh Bay is a feature of the Hudson River's west bank, located approximately 60 miles north of New York City. It takes its name from the city of Newburgh, New York, for many years the major port on this section of the river. Towns on the bay are Newburgh, New York; New Windsor, New York and Cornwall, New York, all in Orange County. The Roset…Newburgh Bay is a feature of the Hudson River's west bank, located approximately 60 miles north of New York City. It takes its name from the city of Newburgh, New York, for many years the major port on this section of the river. Towns on the bay are Newburgh, New York; New Windsor, New York and Cornwall, New York, all in Orange County. The Roseton and Danskammer power plants are located at the north end of the bay, in the town of Newburgh.