Freezing tempertures have turned the Cascade along Shilly Shally Brook to ice. The 40-foot-tall formation in the Middlesex Fells in Melrose is one of the closest waterfalls to Boston—and an easy 10- to 15-minute walk north from the end of the MBTA’s Orange Line at Oak Grove in Malden. You can also climb to the top of the waterfall via the stone steps on the left side. Follow north along the ridgeline for dramatic views of the Boston skyline.