I visited this structure on October 7, 2011. It is part of the Sands Point Preserve.
Castle Gould was the name of this whole estate when it was built by Howard Gould. This building was used as the stables for the estate. It was originally built to replicate Ireland’s Kilkenny Castle. In 1917, Gould sold his estate to Daniel Guggenheim who kept the name Castle Gould for these stables and renamed the main house Hempstead House.
It really is a magnificent structure that at one time held a museum, but now appears to be empty.
For more photos see my Sands Point Preserve Flickr page.