I do love the outdoors so this is easier for me, but I wanted to encourage you that nature study is often just natural for children.
As long as your son can spend time outside, he will find nature!
Digging in the dirt
Observing the ants on the sidewalk
Lying on a quilt and watching the clouds and seeing what animals they remind him of
Observing the changes in the sky from a window as a thunderstorm approaches,
Looking at a flower with a magnifying glass and tyring to learn the parts of it (they are truly AMAZING to see magnified; I highly recommend the Bearded Purple Iris if you have access to any)
Watching for any animals that might frequent your yard (maybe keep a log for a week or a day)
LISTENING to nature sounds in the day and at night (in your yard; what different sounds do you hear)
Going to a nearby park and just observing for a few minutes (animals? Sounds?)
CREEKS are wonderful for most little children (of course we just wade ankle deep but my DC would spend hours); I would imagine you can find one in your area in a local park maybe.
I also second the idea of classes. In the large cities near us, we have taken classes on:
Map & Compass (and put the skills to use immediately on a hike that day)
Bees (seeing an actual bee hive and observing up close with professional beekeepers leading)
SNAKES! (oh my; yes they brought some out for TOUCHING but that is optional of course)
I can't even remember them all.
Oh and what about a nearby zoo? They will have classes probably and though it isn't wild nature, you still can observe animals that you might never get to see otherwise (I'm thinking giraffes, elephants, meerkats, etc.).
You can totally do nature study! Basically, just go outside even if only in your backyard.
Oh one more thought: what about a backyard camp-out?
We have a travel trailer, but our children love it when we just put up the tent and camp in the yard. Even if you don't have a tent, you could have a night out until it is time to sleep! Build a little fire maybe, have s'mores and do some of the above (like nighttime sounds/sights/etc.