Good question! Considering the fallen rocks all over the place and the general bowl shape of the bluffs around the lake, this is a pretty common question. I’m glad you asked!!
Well, the local Ho-Chunk have a legend about a long-ago battle between the Thunderbirds & Water Spirits which caused the park to look the way it does today. It’s a great story and you can read more about it right here.
The geological story is that the rocky cliffs are natural. The bowl shape you see was cut into the bluffs by ancient rivers and sealed up by glaciers over 10,000 years ago. All that rock you see, cracked, shattered and fell due to high winds, moisture and sub-zero temperatures many eons ago. Those boulder fields, sometimes called scree or talus, certainly look “blown up” by dynamite, but they are completely natural. And yes, sometimes big boulders do still come tumbling down, but very rarely.
Even though the talus fields were not created by quarries, there actually were 2 (Maybe 3) quarries in the park many years ago. Both were on separate sections of the park’s east bluff and are pretty much indistinguishable from the natural talus fields around them today unless you know where to look. We have the quarries to thank for the fact that there is a park today. It was the damage they were doing and the noise of the blasting that caused people to push to turn Devil’s Lake into a state park. If they hadn’t fought and won that battle, who knows what you’d see here today!