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Travel a little south of Cleveland to the Cuyahoga Valley National Park. It isn't Yellowstone, but there's some nice areas. Check out the Beaver Marsh near the Ira Road Trail Head: birds, heron, and macro. Blue Hen Falls is a small falls, but easy to get to and photograph. Brandywine Falls is much larger. (also easy to get to)
The Cleveland MetroParks system that surrounds the county is a very nice park system. Some of my more favorite parks are North Chagrin, South Chagrin, and Bedford Reservation.
If you're interested in lighthouses: In Vermillion, west of Cleveland there is a nice museum and a small rebuilt lighthouse. About 30 miles east of Cleveland in Fairport Harbor is a great looking lighthouse on land. On a "break wall" is the steel light house that replaced the older one.
I don't photograph the city of Cleveland much, so I can't really help much about the city itself.