There are some good examples above but generally they are down to one or two trees as opposed to a whole wood...
I found the Darwin references (posted below)... The best one still existing seems to be Eastbourne mentioned by Tom and Tommy above... But can someone check out the example from Frilford Heath which is a course Darwin has the utmost respect for... Also note Ganton...
FRILFORD HEATH (p.149): "Then comes the third, before mentioned, which is a one-shot hole. The wood rises pretty steeply in front of the tee, and the shot is made the more difficult because a cleek is hardly long enough, and so we have to take a wooden club. Many a shot that would under ordinary circumstances fill us with a mild degree of conceit will only send the ball crashing in to the forest. It is no hole for the 'low-raker' which we regard with complacency at Hoylake and St Andrews. We must hit a fine towering shot, and then we hope to find our ball on the green - a pretty little green which nestles close under the lee of the wood on the far side"
EASTBOURNE (p.63-64): "Paradise is a pretty wood, traversed by public road and adorned by one of those sham Greek temples which were beloved of our ancestors. The Chalk Pit explains itself, and it is only necessary to add that it is an extremely deep one. We drive over the pit, and a good drive will go bounding down a hill a prodigious distance, leaving us with an iron shot to play over Paradise Wood on to a horse-shoe shaped green in the neighbourhood of the temple. How it may be with rubber-cored balls I do not know; probably everyone pitches jauntily and easily enough over Paradise, but it was something of a feat to carry the wood in the consulship of Plancus, and many a reasonably stout-hearted golfer would sneak round the corner and, giving the timber a wide berth, make reasonably sure of his five"
GANTON (p.131): "Most noteworthy of all, the hole of which the visitor to Ganton formerly carried away the most vivid impression, has been altered out of all recognition. This is the present twelfth hole, where in the old days the tee-shot consisted of a mashie pitch, played mountains high into the air in order to clear the tops of a row of tall trees. Now the trees have been ruthlessly cut down, and we have a one-shot hole, demanding not a mashie but a brassey shot, very good and very orthodox. No doubt the old hole was a bad one, and the new one is good; nevertheless there must have been some bitter regrets over the felling of the trees"
HINKSEY (p.148): "There was a short hole - the fourth, I think - where one played a pitching shot into the heart of a wood which was distinctly entertaining, but on the whole it (the course, not the hole) was not a good test of golf, or if it was, then I would rather have my golf tested in some other way"
These are the examples I immediately found... Darwin definitely was sad to see some of the very individual holes be designed out of our courses... He talks about this after the Ganton description...
This book has so many insights in to the day and the man... One of the most enjoyable is his take on what is now "Safety, Safety, Safety"... There are a few riotous descriptions where he seems to take a sort of devilish pleasure in the possibility that he might hit some one and cause murder on the golf course... this in the days when many more holes crossed and you took your life in your own hands...