I saw a cool picture of Canyon Falls the other day that prompted me to look this up!
This is an impressive and easy to visit falls, and the gorge is quite impressive by Michigan standards. It is located along US-41 which is one of the main routes through the U.P. so there is a good chance it is on your way if you are travelling through the area.
Canyon Falls is along US-41 near Alberta, about 15 miles south of L’Anse. The trailhead is located in a recently renovated roadside park. The trail to the falls is about 1 mile over level terrain. (see it on their map)
Beyond the falls the river has cut a gorge into the rocks, and an unmaintained trail continues along the rim of the gorge. The gorge is quite interesting, especially by Michigan standards. The rock has broken along straight line faults, resulting in a very boxy canyon. Numerous rapids and some smaller drops can be found downstream. Much farther downstream, where Sturgeon Falls is located, the gorge widens and deepens, becoming a mile wide and 300 deep. This is the “grand canyon of Michigan”.
More Michigan waterfalls on Michigan in Pictures.