Chicago has always been considered one of the most photogenic cities in the world. Hollywood movie producers have utilized the city's scenic assets (e.g. the sparkling lakefront, the awesome skyline, the gritty industrial sites, the diverse neighborhoods, etc.) on numerous occasions as background and as part of a film's content.
Many movies shot wholly or in part in the city resonate with actual events in American history. The Untouchables (1987) showed a reasonable facsimile of the Prohibition Era in Chicago, although much of it was highly fictionalized. The climactic scene between Eliot Ness and Frank Nitti atop the Cultural Center (a complete fiction) is undeniably exciting and classic Hollywood.
Medium Cool (1969) played as an adult urban drama amid the turmoil of the 1968 Democratic convention using real documentary footage from the events. Scenes of Grant Park filled with rioters confronting Chicago police are archival gems. Backdraft (1991) depicted a very real portrait of the Chicago Fire Department in action along with the usual Hollywood melodrama.
The Fugitive (1993), another terrific thriller, showed Harrison Ford being pursued by Tommy Lee Jones in a reworking of the popular TV drama. Chicago was exploited extensively in this film, especially many of the neighborhoods. Of course, The Dark Knight (2008), although called Gotham City in the movie, showcased the almost-completed Trump Tower in an edge-of-your-seat battle between The Joker (Heath Ledger) and Batman (Christian Bale).
Enjoy a number from The Blues Brothers (1980) with its chases through the "Wacker Drive Underground" to City Hall while thinking about other Chicago cinematic gems.