Wikipedia says this about the region.
Northwest Indiana, also known as The Calumet Region, or just The Region, comprises Lake, Porter, LaPorte, Newton, and Jasper counties in Indiana. This region neighbors Lake Michigan, and is part of the Chicago metropolitan area. Not only does Northwest Indiana include a large group of Chicago suburbs, such as Crown Point, Merrillville, Highland, Munster, Griffith, Schererville, Dyer, and St. John but also a number of cities whose economies are only loosely linked to Chicago's. The largest city in Northwest Indiana is Gary; other notable cities in Northwest Indiana include Hammond, Hobart, Portage, East Chicago, Valparaiso, and Michigan City.
http://en.wikipedia.org/wiki/Northwest_Indiana