Those flies are called “Canadian Soldiers.”
The official Canadian Soldiers are the mayfly. Those are these big suckers that have the long tails and the wings that stick up about an inch. They don't fly much or bite. They just land mostly on the north side of things and stay there. They get so thick in places by the lake they have to clean them up with shovels and snowplows.
http://www.toledoblade.com/apps/pbcs.dll/article?AID=/20030620/NEWS06/106200126
I think the ones the other night were midges that look like big mosquitoes but don't suck blood or bite. I live near the lake and in the evening they get in huge swarms that look like dark clouds and you can hear a loud humming noise.
When Lake Erie was polluted a lot in the 60s and 70s, there were very few bugs around, but lately their numbers are way back up again.