Chicago is over 200 miles from Canada. Lake Michigan is not part of the border with Canada, so the nearest point on the border is off in Lake Erie near Detroit.
Detroit is right on the border. I assume you meant Chicago? Lake Michigan is entirely within the United States. Saying Chicago is "practically on the border" because it's on a lake which connects to another lake which contains the border doesn't make any sense to me. You might as well say that San Francisco is near Canada since it's on the Pacific Ocean.
The Detroit-Windsor Tunnel and the Ambassador Bridge both cross the Detroit River, which is only about 600m wide under the bridge and 750m over the tunnel.
Both of those links get a lot of cross-border traffic, and there has been a new bridge under construction since 2012, I think.