Cove is a little slice of heaven located on the eastern edge of the Grande Ronde Valley in Union County, Oregon.We invite you to sit back a spell, and poke around the pages on this site to get familiar with our little community, its history, and local attractions.oveâs name comes from the niche created by the base of Mt. Fanny, Mill Creek, and the ridges to the south. Our views are stunning, our sunsets beautiful, and our soil rich. Sunset in Cove. Mt. Fanny, a 7,150-foot peak in the Wallowa range, dominates the eastward view.