As the 3rd busiest train terminal in the US, the imposing building of Union Station in Chicago is worth a visit even if you’re not getting the train! You may even recognise parts of it from the movies.
Amtrak services run from here and if you’ve booked a train with luggage, you’ll check your bags in and pick up tickets downstairs in a similar way as you would in an airport. It is a huge building though with a number of entrances – best just to ask someone as soon as you get there if you’re not exactly sure where to go.
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