Cape Henlopen Delaware claims to have some of the best State Parks in the nation, and after visiting Cape Henlopen, I have to agree! Cape Henlopen is definitely a MUST if you want to enjoy nature and the beach. You Might Also Like Pinckney Island National Wildlife Refuge, SC Sep 3, 2013 Soaring Eagle Campground May 3, 2015 RVing Step 5. Hit The Road Jun 4, 2015