Grand Gorge is a hamlet in the town of Roxbury, Delaware County, New York, United States. Although it is unincorporated, Grand Gorge has a post office, with the ZIP code of 12434. It was the location of the Grand Gorge Railroad Station before the railroad station was torn down.Grand Gorge was originally named "Moresville" after the More family, the first family to settle what is now the town of Roxbury. The family came from Scotland in 1772 and first settled in Harpersfield. After being run out by Native Americans, they sought refuge in the town of Catskill. They spent several years there, and the patriarch of the family, John More, organized a group of Minutemen during the American Revolution to help guard the Hudson River.In 1786 John More, his wife Betty Taylor More, and their seven children decided to return to Harpersfield. On the way they met John Clark, and they traded claims, and John More received the land that in now the Grand Gorge village.