Sunset on Lake Michigan, Van Buren State Park , Michigan. Lake Michigan is the only Great Lake contained entirely within the United States and its shoreline touches Michigan, Indiana, Illinois and Wisconsin. It’s the 3rd largest of the Great Lakes and the 5th largest lake in the World. Sand dunes located along the shoreline of Lake Michigan form the largest fresh water dune system in the world. The lake provides many state parks, national forests and national parks in both Michigan and Indiana.