I was originally planning to use the title "Sperm Whales in Lake Erie?", but it just didn't work out quite right. It would stand out as one of the least likely titles possible though. As I'm alluding to, fossils of cetaceans and pinnipeds have actually been reported from the Pleistocene of...Michigan. And yes, I checked to make sure that none of the publications were published on April 1st.
Handley 1953 appears to be the first person to report these fossils to the scientific community, despite having a great deal of reservation about them. The first find was reported from 1861 but the specimen was never identified with a species, not specified as being from the surface or dug up, and was subsequently lost. A walrus (Odebenus) baculum (penis bone) was found outside of Gaylord, Michigan in a gravel pit with other bones in 1914 and was given to the University of Michigan. Handley himself examined three different alleged find reported in 1930. The first was a rib from Balaenoptera physalus (fin whale), found sitting vertically in loose sand of an "Arkona" age during a cellar excavation. A lumbar vertebrae and two ribs from a sperm whale (Physeter) were taken from a swamp, although exactly what formation it came from was not recorded. Another rib, this time from either a bowhead whale (Balaena) or possibly Eubalaena was found five feet down in Nipissing beach in Oscoda county. The anterior part of a walrus skull was found on Mackinac island in a beach deposit, but it may have had markings produced by humans on it.
Handley 1953 appears to be the first person to report these fossils to the scientific community, despite having a great deal of reservation about them. The first find was reported from 1861 but the specimen was never identified with a species, not specified as being from the surface or dug up, and was subsequently lost. A walrus (Odebenus) baculum (penis bone) was found outside of Gaylord, Michigan in a gravel pit with other bones in 1914 and was given to the University of Michigan. Handley himself examined three different alleged find reported in 1930. The first was a rib from Balaenoptera physalus (fin whale), found sitting vertically in loose sand of an "Arkona" age during a cellar excavation. A lumbar vertebrae and two ribs from a sperm whale (Physeter) were taken from a swamp, although exactly what formation it came from was not recorded. Another rib, this time from either a bowhead whale (Balaena) or possibly Eubalaena was found five feet down in Nipissing beach in Oscoda county. The anterior part of a walrus skull was found on Mackinac island in a beach deposit, but it may have had markings produced by humans on it.
Handley noted at the beginning that he only wanted to offer facts on the specimens and didn't make any conclusions. He did note specimens of marine mammals (including Balaena) from the Ottowa valley of Ontario and ended optimistically that more fossils may turn up in Michigan. Unfortunately none of the later publications are available to me, except Williams & Domning 2004 which seems to do a pretty thorough summary. The Ontario specimens are quite numerous (23 whales, 22 seals, 14+ walruses), have nearly complete specimens and are found in areas with preserved marine invertebrates - so it definitely appears that this area was part of the Champlain Sea. However, it would still take an unknown branch of the sea to explain the fossils. It did appear that occasionally large lakes in the Great Lake area (e.g. Lake Chicago) would flow into the Mississippi River drainage system and the Mohawk/Hudson (Larson and Schaetzl 2001), and it was proposed that this could have been another method for the whales to enter (Williams & Domning 2004). This still appears to have been hundreds of miles of swimming up river, and none of the authors speculated on whether or not the whales actually inhabited the areas or were just vagrants.
Or did people have a part to play? Several other authors have noted that it is strange for bones to show up totally unmodified by humans after being carried hundreds of miles and out of archaeological context. In 1988, radiocarbon dating was done and concluded that the bowhead whale was from 750 +/- 60 years before present, the fin whale was from 720 +/- 70 B.P. and possibly 190 years before present for the sperm whale (i.e. late 18th century?!). Were these not even fossils? While it appears there was some problem with the sperm whale date and the walruses weren't tested, it is clear that the only way the fossils could have gotten to their present location is by human transportation. But how did some end up several feet under the ground in Pleistocene deposits? Williams and Domning mention that a few authors that suggested a 19th/20th century hoax of some sort. Unless claiming bones were from incorrect strata was the thing to do back then in Michigan, I'm confused as to what exactly the motivation for a hoax would be. Saying that something is too irrational for a person to do isn't a very good argument, and I think any further investigation will likely be more a matter of anthropology than palaeontology.
It still is possible that a few cetaceans may have accidentally wandered into the Great Lakes or their precursors since there apparently were connections to the sea, but they didn't appear to have left us any evidence. Despite discussing Michigan's alleged marine mammals at length, Williams and Domning 2004 concentrate on a different subject: manatee fossils in inland North America. Part of a left rib was found in 1976 in Springfield Ohio was found to be identical to the West Indian manatee (Tricbecbus manatus) and was dated to about 2000 years before present (certainly not the Pleistocene). A radius and ulna were found on the Arkansas/Mississippi border in 1991 and was not dated. The authors conclude against any association with the Chesapeake Sea (which occurred much earlier) and conclude that the manatees most likely traveled up the river; this is notable because a 2001 source they used stated that they didn't go up the Mississippi despite living right near its mouth. After the events in Michigan, human transportation can't be fully ruled out, but it doesn't need to be.
It was widely reported in 2006 that a manatee actually swam over 700 miles up the Mississippi and subsequently died near Tennessee (north of the 2nd fossil find). Another manatee the same year set a northern record by making it up to Cape Cod. The idea of a freak occurrence getting fossilized seems remote, and it seems likely in the past their populations extended up considerably more northwards. Manatees seem prone to wandering, as Darren said a while back they had to have crossed the Atlantic at some point and may have made it all the way up to Europe (and Greenland) despite not being able to drink salt water. It seems that animals are more capable of turning up in bizarre places than we're readily willing to admit, but the idea of sperm whales in Lake Erie (and elephants in Australia) in historical times is really a bit much.
Handley Charles O., Jr. 1953. Marine mammals in Michigan Pleistocene beaches. Journal of
Mammalogy 34 (2), 252-253. (Under: General Notes)
Larson, Grahame and Schaetzl, Randall. 2001. Origin and Evolution of the Great Lakes. J. Great Lakes Res. 27(4):518–546
Williams, Michael E. and Domning, Daryl P. 2004. Pleistocene or post-Pleistocene manatees in the Mississippi and Ohio River Valleys. Marine Mammal Science 20 (1): 167-176.