Just like northern Italy (no, really, just like it!), Milwaukee has its own Lake Country about 30 minutes west of downtown. All you need to do is take I-94 West from downtown to find lakes with all kinds of interesting names: Pewaukee, Nagawicka, Okauchee, Oconomowac and more. And lots of interesting little towns, such as Delafield and Pewaukee. Of course, there are some great parks, including Lapham Peak State Forest. And, great golf (Naga-Waukee is a scenic public course) and bike trails.
Consider a trip to feel a bit like you’ve driven 3 hours up to the north woods of Wisconsin. You can be as active as you like or just relax on the patio at a Supper Club with an brandy Old Fashioned and watch the sunset on the lake.