There is an activity at the Falls known as Cave of the Winds. I did it a few summers ago, and it is super fun! It's a bit hard to explain, so I'll post a few pics I found on Google...
The two right pictures are the best ones.
In the summer, they put up the catwalks then take them down in winter so they won't be frozen over.
Also, there's a part where Polly and Ray Cutler (Jean Peters and Max Showalter) take an elevator down to a tunnel where they come out on a platform thing...I don't remember that shelter being there, but it still could be. That creepy tunnel is still there, though.
THEN: You got heavy duty ponchos like this:
NOW: Flimsy, plastic tarps shaped like dresses (these are Maid of the Mist ponchos, the COTW ones are yellow):
Side note: if you're going, bring an extra pair of clothes because you will get soaked.
It's also probably not the best idea to run up the stairs like Polly does when she's running from George (Joseph Cotten) because the steps are, well, wet and sometimes have algae on them (fun!). So please take your time or else you will be what is lovingly referred to in these parts as fish food. ;)
Caps by Scott at TCM :)