Step 1: Understanding the Concept:
This question asks which inland waterway drains into the Gulf of Mexico, the sea that lies between the southern United States, Mexico and Cuba.
Step 2: Trace the Mississippi system.
The Mississippi river and its waterway network drain the central United States and flow south, emptying into the Gulf of Mexico near New Orleans. This makes the Mississippi waterway the natural match for the Gulf of Mexico.
Step 3: Why the other options are wrong:
The Great Lakes waterway system drains through the St. Lawrence River into the Atlantic Ocean in the north, not the Gulf of Mexico. The Volga is Russia's great river and drains into the landlocked Caspian Sea. The Danube flows across Europe and empties into the Black Sea. None of these three reach the Gulf of Mexico.
Final Answer:
The Mississippi waterway is located in the Gulf of Mexico.\[ \boxed{\text{Mississippi waterways}} \]