Sag Harbor provides a pedestrian-friendly environment, making walking an effective way to explore the area. The village features a compact layout with many attractions, such as shops, restaurants, and historic sites, located within close proximity. Sidewalks and crosswalks are present in key areas, supporting safe pedestrian movement. However, the weather, particularly in colder months, may affect comfort levels for walking. Additionally, some destinations outside the village center may require longer distances to cover on foot, which could be less convenient depending on individual preferences and physical ability.

Biking is another practical way to navigate Sag Harbor, as the area features some bike-friendly infrastructure, including bike lanes along Route 114 connecting North Haven and Sag Harbor. The terrain is relatively flat, making it easier for riders to navigate. However, some roads may lack dedicated bike lanes, so caution is advised when sharing the road with vehicles. Distances between key locations are generally manageable by bike, making it a convenient option for exploring the town and nearby areas.

Opcje transportu publicznego w Sag Harbor obejmują połączenia autobusowe, które łączą kluczowe obszary miasta z pobliskimi miejscami. System transportu publicznego w hrabstwie Suffolk zapewnia trasy, które zatrzymują się wzdłuż Main Street i Bay Street, zapewniając dostęp do lokalnych atrakcji i najważniejszych obszarów. Transport publiczny może być wygodnym środkiem transportu, jednak małomiasteczkowy układ i ograniczona liczba tras mogą wymagać dodatkowego planowania. Spacery lub inne środki transportu mogą być bardziej praktyczne na krótszych dystansach, ponieważ infrastruktura ułatwia nawigację na niewielkim obszarze miasta.

Ferries provide a convenient way to travel between Sag Harbor and Shelter Island, operating every 10-15 minutes throughout the year. They accommodate pedestrians, cars, and bicycles, making them accessible for various travelers. The ferry ride is short, typically taking just a few minutes, which is ideal for quick trips. However, icy conditions can cause delays of up to 20 minutes. The ferry infrastructure supports easy boarding and disembarking, but travelers should be prepared for cash-only payments. Overall, ferries offer a reliable and frequent service for getting around the area.