North Creek just inside Zion Park
(Update June, 2019: Trails to this waterfall have washed out and are difficult to follow. The key is finding a spot to descend the 30-50 ft lava cliff that rims the canyon. From the Zion Park boundary fence, follow the rim east until you can see the waterfall and see a spot where you can descend the cliff. There are only a couple spots where average hikers can descend the cliff. If you get away from those spots it can be very rough and dangerous.)
This small, unnamed waterfall is located on North Creek, just inside Zion National Park. Its plunge pool makes a great swimming hole.
From the town of Virgin, drive east on the Kolob Reservoir Road. A sign marks the park boundary. Park somewhere close and then follow the park boundary fence south to the edge of the canyon. Hike east along the rim of the canyon until you find a safe spot to descend, then make your way downhill to the creek.
When you reach the creek then just follow it downstream to the waterfall. Return the way you went in. Total roundtrip distance is about 3 miles.