Lac d'Allos in the Hautes-Alpes of France, not too far from Digne-les-Bains. It's a relatively small lake, but the largest at its altitude (2200+ meters) in Europe. It sits in a valley surrounded by dramatic mountain peaks, and has gorgeous blue-green waters.
Also, I haven't been there, but Okanagan Lake has always looked really beautiful and worth a visit.