Ha Ha Tonka State Park gets its name from a Native American phrase meaning "laughing waters." But this Lake of the Ozarks park actually has a tragic legacy. Kansas City businessman Robert McClure Snyder began his European-style dream house here in 1905, but he died the next year in a car accident. His family finished the project, but the mansion caught fire in 1942. Today, thousands of visitors hike to the dramatic hilltop ruins. There are also 15 miles of trails leading to caves, sinkholes, bridges, bluffs and springs to explore.