RWY TRANSGRESS; WRONG RWY.

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WE DEPARTED GYY FOR YIP (CARGO). CHI CENTER WAS VERY BUSY AND GAVE US MANY HDG AND ALT ASSIGNMENTS. COCKPIT WORKLOAD WAS HIGH. I TUNED IN YIP ATIS BUT ONLY RECEIVED PONTIAC; MI; ATIS. AFTER MANY VECTORS WE WERE SUDDENLY CLRED NDB 5R APCH. IT WASN'T UNTIL THEN THAT WE WERE ABLE TO RECEIVE YIP ATIS; BUT BY THAT TIME WE DIDN'T HAVE TIME TO LISTEN AND DIGEST FULL MESSAGE. WE HAD BEEN FLYING ALL NIGHT LONG AND ADMITTEDLY CONCENTRATION WAS POOR (THIS WAS OUR LAST LEG AND WE WERE VERY TIRED). TWR CLRED US TO LAND RWY 5L BUT WE DID NOT CATCH IT. WE LANDED RWY 5R AND WERE ADVISED AFTER LNDG OF OUR MISTAKE BY TWR. LNDG ON A CLOSED RWY WAS NO ONE'S FAULT BUT OUR OWN; HOWEVER FOR THE PURPOSE OF INCREASING SAFETY IN THE FUTURE I SUGGEST: CHANGING YIP OR PONTIAC; MI; ATIS FREQ TO ALLOW BETTER PLANNING INTO HIGH TFC AREAS SUCH AS THE DETROIT AREA. ALSO; VECTORS FOR VISUAL APCH TO NON STANDARD RWY (VMC CONDITIONS) RATHER THAN APCH TO CLOSED RWY. AND WARNING FROM TWR WHEN IT IS OBVIOUS THAT WE WERE LNDG ON WRONG RWY. CALLBACK CONVERSATION WITH RPTR REVEALED THE FOLLOWING: RPTR FEELS STRONGLY THAT FATIGUE WAS BIGGEST FACTOR. COMPANY WANTED PLTS TO CONTINUE. THEY SAID; 'NO GO;' AND WENT TO HOTEL. RPTR NOT SURE IF ATIS OVERLAP IS ONGOING PROB AS THIS IS NOT A FREQUENT DEST. JUST DID NOT HEAR RWY ASSIGNMENT BECAUSE APCH WAS SET UP FOR RWY 5R AND LOCKED ONTO THAT. NO ON WORKING ON CLOSED RWY AT THAT HOUR. RPTR SURPRISED NO FAA FOLLOW UP AS GADO IS RIGHT ON THE FIELD.