The movie was filmed in Illinois & Michigan, so that may narrow it down a bit

I believe it was Lake Michigan, but just not sure which side. Although, I believe the beach structure looks more like the east side of the lake,which would mean it was shot on the Michigan (State) side. And, if you haven't been there..........Lake Michigan is 10 times more enchanting and more huge sand dunes (best in North America), than Lake Erie.

believe it was michigan city indiana

The scenes were filmed in a town, actually more like a cottage colony, in Port Sheldon, Michigan, on Lake Michigan, near Holland, Michigan. This is a drive of about three hours north of Chicago, on the Michigan side of Lake Michigan. The entire Michigan coast of Lake Michigan has beautiful sandy beaches, often very wide and often backed by rolling dunes. In some spots, such as the Sleeping Bear Dunes near Traverse City, Michigan, the dunes rise more than 400 feet from the lake. The lake has a very oceanic feel, though the waves tend to be choppy rather than rolling, and the air smells like a lake rather than salty. It's a very beautiful area, especially in summer and fall, and some Lake Michigan resort towns such as Petoskey, Harbor Springs, Charlevoix, and Saugatuck are quite chic. I live in Michigan and I can recommend a summer vacation of a week or two in duration that would begin with a few days in Chicago, make a few stops on the way up the lake, and end with a few days on Mackinac Island, where Lake Michigan joins with Lake Huron at the Straits of Mackinac. Heaven! (To get a good idea of Mackinac Island's appeal, see the Christopher Reeve - Jane Seymour tearjerker "Somewhere in Time." It was filmed on Mackinac Island and in Chicago.)

The sand dune that they walked down onto the beach is actually "Mount Baldy" located just outside Michigan City, Indiana. I grew up in that area and commuted into Chicago daily on the South Shore railroad train. I watched the filming on location, and the area in question is in fact Mount Baldy, right outside Michigan City, Indiana on Lake Michigan. Some of the earlier scenes in the film were filmed right along the south shore tracks in between Indiana and Illinois in an area near Hyde Park. It was spring time and the movie industry used their magic to create a whole snowy city block and made it appear as if it was winter time...which was really cool. But the answer to your original question is, Lake Michigan rear Michigan City, Indiana (Mount Baldy area)