Good topic- it covers 2 of my hobbies. There has been alot of parallelism between the location of baseball stadiums and amusement parks until recently.
Baseball and amusement parks began to come into their own in the late 1800's-early 1900's. Back then many ballparks had beer gardens to appease their local fans. Many early amusement parks started as beer gardens. Most baseball parks and amusement parks were located at the outskirts of a city. Amusement parks located at the outskirts because that is where the trolly lines ended up. Baseball parks were located at the outskirts because baseball tried to cut down on its overhead and because baseball was associated with gamblers and other unsavory characters.
As an aside, if you really wanted to experience baseball and an amusement park- the best place would have been League Park in Saint Louis in the 1890's. In the early 1890's the NL St. Louis Brown's (forerunners to the Cardinals) were run by Chris Von der Ahe. Von der Ahe was a colorful character. He started as a brewer but brought the Browns because he figured baseball would be a good way to promote beer sales. Because the Brown's sunk, he decided to make League Park "the Coney Island of the west" to attract visitors. Although I have seen no evidence that League Park ever had a rollercoaster, it did have a carousel, magic carpet rides, boxing matches, horse racing, band playing contests and a beer garden. Von der Ahe was often criticized by the local sportswriters because he would often sell players to get the cash he needed to buy the latest carnival ride (last I heard, thats what the Mets offered La for Gary Sheffield). Eventually Von der Ahe went bankrupt and the NL took the team away from him.
In the 60's baseballparks and amusement parks began to spring up in suburbia for primarily the same reason- older city parks were falling apart and bringing in the undesirables. It is only recently with the success of the Jake and Camden Yards that ballparks have been brought back to the downtown area. Amusement parks have not followed suit.
Anyway, to answer your question, while almost all stadiums are located an hour or so away from a major park- here are some that are pretty close to each other:
Arlington-SFOT- Ballpark at Arlington (practically next to each other)
Anahiem-Disneyland & California Adventure- Edison Field (very close to each other KBF not to far away either)
Montreal- La Ronde & Olympic Stadium (I think both can be gotten to by the Metro)
Denver- SFEG + Lakeside & Coors Field (a little bit of a drive)
KC- WOF & Kaufman Stadium (a short drive)
Pittsburgh- Kennywood & PNC Park (not too far)
New York Coney Island & Yankee Stadium (a long subway ride- Shea is closer to Coney Island but you have to drive or take a very long subway ride with transfers)(Note- a minor league park is being built in Coney Island within short walking distance from the Cyclone).
The Astrodome and SF Astroworld were next to each other. I'm not sure how far Enron field is but it may be a possibility.
