Pigeon Forge in Tennessee is a bit of a tourist trap but the Great Smoky Mountains it's set in are absolutely stellar. It's the US's biggest rainforest, if I remember right. With it's lakes, rivers, forests, and attractions it's got something for almost anyone who enjoys the outdoors. Just stay on the path amd don't go alone lest you become the next missing 411.
I don't know about the Smokies specifically but there is SOMETHING around that area, in North Carolina, that is a literal rainforest.
Speak of which, there is a place in that area where the fireflies are synchronized. They all blink at the same time, same pulse.
It's almost impossible to watch it, though (you have to win a lottery for a ticket, since there's so much demand for such a small place).
Also in Appalachia is the Cumberland Falls in Kentucky, one of very few places that regularly (about once a month on full moons) gets a moonbow.
Mammoth Cave in Kentucky is the largest underground cave system. The tour I took was too rushed (it was the longest one that sees the most of it, but that means they hurry you through), but it was worth it, the underground ancient river canyons are fascinating and the Drapery Room felt like I was inside the heart of the earth (dripstone that felt like organs or something living, lot of mosslike patterns).
The Lost Sea is a piece of shit. It's supposed to be the second biggest underground (non glacial) lake, the first being some other piece of shit in Namibia, but second biggest doesn't mean it's not still tiny. It's a pond, basically, just a pond inside of a big cavern. Very deep but it's not like you can really tell. I'm convinced they stock it with fish to distract the tourists from how lame/disappointing it is.