Rich
I think you are thinking about the Apostle Islands National Lake Shore which is west of this location about 150 miles and is the northern tip of Wisconsin. There are sea caves there and what happened was that the lake froze to a degree that folks were able to walk out to them and see them in the winter. The same thing may have happened here, at Pictured Rocks, also. I dont know but I wouldn't be surprised. However, the sea caves at the Apostles are a little bit more developed than the ones at Pictured Rocks. Pictured Rocks has the great cliffs and magnificent dunes. The sunset shot was taken from the beach about 300 feet from out campsite. Its twelve mile beach campground and part of the National Park service.