Chicago, IL

A classic movie scene in a classic train station

If you have some time in the middle of the day, head West across the river to the old Union Station. While it still serves as an active Amtrak station, the old lobby is a throwback to earlier times. Head to the northeast corner of the great hall, and you can almost hear Kevin Costner and Andy Garcia- it's where the infamous train station shootout scene from The Untouchables was filmed.

As an added bonus, exit the main lobby toward the new station, and veer to the right for one of the best shoe shines you'll ever receive. He spent 15 minutes on my wingtips, scolded me for not giving them enough moisture (!), and left them better than they looked when I bought them.