The scenes in "Easter Park" were filmed in a private, residential park on Malibou Lake in Agoura, CA. The first we see of the park is in episode 5 when Donna meets James in the gazebo and James reveals that his mother is a drunken tramp. They discuss, then look out a the lovely view of "Black Lake". Two of my photos, below.
The next time we see the park is in number 6, when Maddy, James and Donna meet in the park to film Maddy masquerading as Laura. Below: screen caps from ep. 6 and two of my photographs of the location.
Next is the scene in episode 13 when Maddy meets James on the dock to tell him she's leaving Twin Peaks. Notice the road behind James. About 300 feet to the left is where they shot the Timber Falls Motel.
We're in the park again in episode 26 when Dale takes Annie out for a canoe on the lake. Windom Earle lurks in the trees near the road.
Later in this episode, Coop and Truman are called to the park when the body of a hapless drifter is found encased in a giant chess piece.
Here are two aerial shots of the location on Malibou Lake.