There is a tremendous amount of outdoor activities in the area but I can't recall any muzzle loading groups off hand. About 30 minutes east, along the NY Thru-way is Fort Stanwick and they hold events and have living history events, etc. It is part of the National Park System but a lot of the volunteers there should be able to point you in the right direction.
https://www.nps.gov/fost/index.htm
If you drive up to Lake Ontario there is also Ft. Oswego and another group there.
http://dmna.ny.gov/forts/fortsM_P/oswegoFort.htm
And- both Forts are also worth a visit.