Perched at the northernmost tip of Michigan’s Keweenaw Peninsula, Copper Harbor stands as a wilderness sanctuary where the pavement literally ends and Lake Superior stretches endlessly before you.

After purchasing Henson Studios for $44 million, John Mayer and the filmmaker McG have renamed the place Chaplin Studios.

“I am more and more convinced we are the best government in history,” the president says, speaking quietly and sombrely in ...