We (as people from several European countries) just went to a business trip to a conference in a small town in NH. The amount of Americans looking at us as if we were crazy was quite serious. Because we were walking to get groceries, walking here, walking there, and they all were driving past us (because this is how you move around, duh!)
But I can confirm, the place wasn't best suited for doing that, as the roads were winding with no direct trails to cut corners, sidewalks appeared and disappeared, and there was a "no trespassing" sign on every tiniest patch of forest.