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The Inn at Windmill Lane

23 Windmill Ln.

Amagansett , NY , United States http://innatwindmilllane.com/

(631) 267-8500

By far the most luxurious hotel in the area is Amagansett’s Inn at Windmill Lane, briefly known as the Reform Club (rumor has it the owners changed the name because it sounded like a rehab center). It is worth the splurge: the seven suites have wood-burning fireplaces; each of the three cottages also has its own gym and steam room.