Once a part of Littleton, the town went through several name changes. Starting in 1764 as Chiswick, after the Duke of Devonshire's Castle, in 1770 the name changed to Apthorp, honoring the Apthorp family. Finally in 1784, it was changed to Dalton, for Tristram Dalton, one of New England's foremost colonial merchants.
Forest Lake State Park is located in Dalton. The park was one of the 10 original state parks created in 1935.