[2] The smallest town in Cheshire County, Roxbury was incorporated in 1812 from portions of Nelson, Marlborough, and Keene.

By then, settlers had established agriculture among the rolling hillsides in the area, and a community had developed at what is now called Roxbury Center.

Other residents left after the Civil War to seek a better life in local mill villages or in the American Midwest.

Otter Brook Lake, constructed by the Army Corps of Engineers in 1956–1958 to control flooding in the Ashuelot and Connecticut River valleys, occupies part of the town's western boundary.

Granite Gorge Ski Area on Pinnacle Mountain is located in the town's northwestern corner, along New Hampshire Route 9.