For anyone that didn't know, Lake Superior is that deep because it is a failed mid-continental rift. That means that at some point, way in the past, North America almost split in two, and Lake Superior would have been another ocean between the two halves. This is what created the Keweenaw peninsula
The continent was actually Laurentia back then. Lake Ontario, the St Lawrence Valley and the Gulf of St Lawrence are all part of the same rift.
Lakes Michigan, Huron and Erie are all the shorelines of ancient seas that were ringed by coral. This left behind soft Calcite rock that the glaciers carved away.