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The Rock Lake pyramids

Wisconsin · Rock Lake, Lake Mills (Jefferson County)
The Rock Lake pyramids
Archbob · CC0 · source

Since the 1930s, divers in Rock Lake have reported stone structures on the bottom, and the claim grew into sunken pyramids built by the same people who raised the great mounds at nearby Aztalan. Aztalan is entirely real, a major Mississippian town with reconstructed walls you can walk. The lake structures are the disputed part: geologists and state surveys read the features as natural glacial and lake-bed formations. Dive it and judge for yourself, then go stand in Aztalan, which needs no legend at all.

Where it is

Rock Lake, Lake Mills (Jefferson County)
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The source

https://en.wikipedia.org/wiki/Rock_Lake_(Wisconsin)