The Monona Terrace, on the edge of Lake Monona. Designed by Frank Loyd Wright.
The terrace actually extends out into the lake quite a ways. They drove a large number of pylons into the bay to support the structure.
Here is a broader view of the Madison Shoreline of lake Monona. The capital lies between two lakes, this is the Isthmus. A lot of student housing, government buildings, churches on the Isthmus.