The game Michigan, is not, as one might assume based on the title, set in the state of Michigan. The game is set in Chicago, Illinois and the title is a reference to Lake Michigan bordering the city.
In an interview with Computer and Video Games March 15, 2010 it came to light that Suda51 had no idea that Michigan was ever released in Europe, and he was much surprised to find this out so long after the fact (five whole years later actually).
In the Japanese version, there's a special stage starring Yinling, a real-life model actress. All references to Yinling were completely removed in the European version.