Nelsonville is a village located in the town of Philipstown in Putnam County, New York, United States. The population was 624 at the time of the 2020 census. Nelsonville Lies in the Hudson Highlands directly east of the village of Cold Spring. On Main Street, the border is roughly demarcated by the western property line of the Baptist Church at the …Nelsonville is a village located in the town of Philipstown in Putnam County, New York, United States. The population was 624 at the time of the 2020 census. Nelsonville Lies in the Hudson Highlands directly east of the village of Cold Spring. On Main Street, the border is roughly demarcated by the western property line of the Baptist Church at the height of land, and by the property line along the rear of the church lot, extending south toward the Cold Spring Cemetery.