Winchester is a town in Cheshire County, New Hampshire, United States. The population was 4,144 at the 2000 census. The primary settlement in the town, where over 44% of the population resides, is defined by the U.S. Census Bureau as the Winchester census-designated place (CDP) and is located at the intersection of New Hampshire Routes 10, 119, and 78. The town of Winchester includes the village of Ashuelot and part of Pisgah State Park.