Walden Pond is about a mile from Concord, Massachussetts. It's not really a pond - more of a lake, as it's half a mile across. On July 4th 1845 Henry David Thoreau famously went to live in cabin he'd built near the shore here. He stayed therefor two years, and wrote a book based on his experiences, Walden.
John Kaag, author of American Philosophy: A Love Story discusses Thoreau and his time at Walden Pond in this episode of the Philosophy Sites podcast.