Thankfully not all trains run overground in Chicago, and there are some fine underground stations like the Lake station pictured here.
Chicago's underground
-- Gear Fujifilm X-T1 Fujifilm XF18-135mmF3.5-5.6R LM OIS WR -- Post Lightroom : Initial tone and final crop. Photoshop: Clean up and sharpening. NikCollection Color Efex Pro 4: Toning and Detail extraction.