Next door to Templo El Calvario [1] is Parque Nacional Las Victorias (11 Avenida and 3a Calle Zona 1, 8 a.m.–4:30 p.m. daily, $0.75), an 84-hectare national park right in the middle of town where you can take a walk on nice paths through mostly evergreen forests, passing a lagoon along the way.
Try not to visit alone, as there have been isolated incidents involving muggings at the hands of local gangs.
Links:
[1] http://www.moon.com/destinations/guatemala/las-verapaces/coban/sights/templo-el-calvario