Ah, summer. Time to venture into the great American outdoors — or at least consider the concept by paying a visit to the New-York Historical Society. Because, as the exhibition “Nature and the American Vision: The Hudson River School” argues, the notion of an American landscape brimming with sacred sites is as much a cultural invention as an accident of nature.

You quickly get the point at the start of the show, where Thomas Cole’s epic series of imaginary landscape paintings, “The Course of Empire,” is displayed directly across from the entrance. Painted from 1833 to 1836, the series has long been considered one of the most crucial works of 19th-century American art (almost rivaling Frederick Law Olmsted and Calvert Vaux’s mammoth creation across the street, Central Park).

“Not only do I consider ‘The Course of Empire’ the work of the highest genius this country has ever produced, but I esteem it one of the noblest works of art that has ever been wrought,” James Fenimore Cooper wrote in 1849. But then, he was a friend of Cole’s....