Only about half of this 4,600-mile trail, from New York to North Dakota, has been completed, but some of the best walks are to be found in the 400 miles along Michigan's rugged UP. From Craig Lake State Park, where you'll hear the call of loons, traipse through a hilly forest of mixed hardwoods that's home to moose and wolves, and pass waterfalls and otherworldly boulders that look like they were dropped from the sky.