Walhalla is a city in the foothills of the Blue Ridge Mountains in Oconee County, South Carolina, United States. Designated in 1868 as the co…Walhalla is a city in the foothills of the Blue Ridge Mountains in Oconee County, South Carolina, United States. Designated in 1868 as the county seat, it lies within the area of the Blue Ridge Escarpment, an area of transition between mountains and piedmont, and contains numerous waterfalls. It is located 16 miles from Clemson University in Clemson, South Carolina.