There are 440km of bike tracks and walking tracks in and around Albury. Pick up the Albury Trails brochure from the visitor centre. A very pleasant walk imbued with Indigenous Wiradjuri culture is the Yindyamarra Sculpture Walk.
Along the Murray
Most of the major towns along the great Murray River are on the Victorian side, but it's easy to hop back and forth across the river at towns like Albury, Corowa, pretty Tocumwal, just south of Deniliquin, and Moama.
The Echuca Moama Visitor Information Centre serves both towns and is located in Echuca beside the bridge that crosses into NSW. Ask about trips on the paddle steamers that ply these waters (reminders of when the Murray and Darling Rivers were the main conduits of communication and trade).