THE THOMAS COLE NATIONAL HISTORIC SITE is one of Catskill’s treasures. Here, Cole’s disciple Frederic Church dined, talked art, and studied at the side of the father of America’s first great art movement. Together, they set off on painting excursions to, yes, the nearby Catskill Mountains, and the Hudson River School was born. The rest is, as they say, art history, and one of the wonders that make Catskill so special.