Located in Fentress County east of the historic town of Allardt, the Colditz Cove State Natural Area is one of the state's most recently designated natural areas. The state acquired the area's approximately seventy acres from a donation of the property owners, Rudolph and Arnold Colditz, and the Nature Conservancy assisted in the transfer of the land from private to public ownership. The Cumberland Mountain Chapter of the Tennessee Trails Association developed the area's trail system.
The highlight of Colditz Cove is the sixty-foot-high Northrup Falls, named for a family who once homesteaded nearby. The trail passes through a large rock shelter behind Northrup Falls; during the winter large and beautiful ice formations cover the cliffs. The trail features an overlook, virgin hemlocks, growths of rhododendron, and picturesque sandstone cliffs.