New Windsor is a town in Orange County, New York, United States. The Town of New Windsor is in the eastern part of the county, bordering the Town of Newburgh and the City of Newburgh. The name of the town is from Windsor England, with the "new" being prefixed. By whom this was conferred can not be ascertained, but, undoubtedly, is tied to remembrance of the sovereign. Photo of Storm King Art Center.