Pine Bluff lies near the Arkansas River on the boundary of two of Arkansas's geographical regions. To the west and southwest stretch the rolling woodlands of the West Gulf Coastal Plain and to the east and southeast the terrain settles into the flat and largely agricultural expanse of the Delta. Located in the city's downtown are a number of museums and other attractions: the Arkansas Entertainers Hall of Fame, the Pine Bluff-Jefferson County Historical Museum, the Band Museum, and the Southeast Arkansas Arts and Science Center are all within easy walking distance of each other. Thirteen colorful murals adorn building walls, depicting facets of the city's history. Located close by is the Arkansas Railroad Museum, which houses a steam locomotive listed on the National Register of Historic Places.
Lake Pine Bluff, an Arkansas Game and Fish Commission impoundment, lies immediately north of downtown and offers fishing and birding for egrets, herons and waterfowl. The Pine Bluff-Jefferson County Regional Park, located east of the lake, is home to a campground; the Delta Rivers Nature Center, a Game and Fish Commission education facility; and the public Harbor Oaks Golf Course. The park also hosts the annual Smoke on the Water barbecue and music festival held each September.