Check out Catherine Berlin's nifty post about Niagara Falls, complete with pictures and a fascinating image detailing the altitudes of each body of water in the Great Lakes system, from Lake Superior all the way down. The drop-off there for the Falls is part of the Niagara Escarpment, a land feature that is very prominent in the part of Southern Ontario up against which Western New York resides.
Which reminds me, now, of a favorite book of mine from when I was a kid: Paddle-to-the-Sea, in which a yound Indian boy carves a small wooden figurine in the shape of an Indian paddling a canoe. This he sets afloat in the waters of Lake Superior, and the book traces Paddle-to-the-Sea's journey as he bobs along all the way to the Atlantic Ocean. I should track down a copy of that book, one of these days.