Jim, I don't know if you are focused on famous courses or courses with architectural merit, but if any course can be considered, there are some cool walks on Doak 3's. I can recall three in New York's Hudson Valley.
Otterkill CC has a lovely 150 yard walk on a path through marshland. ending with a little bridge over the Otterkill ("kill" was the word for stream to the Dutch settlers) connecting the 15th green to the 16th tee. I always loved that walk as a way to commune with nature and get my head together before facing the closing stretch of the round. other than a walk between 9 and 10, it's the only place on the course where the green is not next to the following tee.
Hannah Resort in the Catskills has a 600 yard serpentine path down the pretty wooded mountainside from the club house to the first tee. I've walked it, but most people ride. It's not too bad going downhill, but walking up is brutal.
The golf course at U.S. Military Academy at West Point has a long walk through the woods connecting the two nines