LaSalle Street

“Locations filmed in Chicago included LaSalle Street, Michigan Avenue, Bacino's of Lincoln Park at 2204 North Lincoln Avenue and areas surrounding the Willis Tower.” Wikipedia

“Filming locations included the Rookery Building (Ness' police headquarters), LaSalle Street, the DuSable Bridge, Chicago Cultural Center (the opera house, the courthouse lobby, and the rooftop chase), the Blackstone Hotel (the mob banquet), Our Lady of Sorrows Basilica (the church), and Chicago Union Station (the railway shootout).” Wikipedia

“The live-action part of the scene was filmed at LaSalle Street, and due to the lack of scenery for part of the drive down LaSalle Street, the background of Balbo Drive was included with the use of visual effects.” Wikipedia

“Several chase scenes, including one with a low flying helicopter, were shot in Chicago over two days, on Wacker Drive along the Chicago River, between Columbus Drive and LaSalle Street.” Wikipedia

“The subway scenes were filmed on location in Chicago at many locations, including LaSalle Street (Blue line), Lake Street (Green line), Sheridan Road (Red, Purple lines), and Belmont Avenue (Red, Brown, and Purple lines).” Wikipedia