Wrigley Field, 1060 West Addison, has been the location of many movie scenes. In Ferris Bueller's Day Off, Matthew Broderick and friends played hookey here. Dan Aykroyd gave the above address on his driver's license renewal as Elwood Blues in The Blues Brothers.

The Michigan Avenue bridge on the Chicago River, as well as the facade of the Wrigley Building north of the bridge were used in The Road To Perdition.

Chinatown has been used for a number of Mel Gibson pictures, most notably a "chicken"-style car chase in a Chinatown back alley for Payback (the same alleyway was used for a different scene a couple years later in What Women Want, which also used Chicago extensively as a film set).

Steve Martin and John Candy can be seen riding the "El" in Planes, Trains and Automobiles.

I personally saw John Cusack coming out of the Green Mill Lounge in Uptown during the filming of High Fidelity. Just down the street, Essanay Studios on Argyle were the setting for many an early Charlie Chaplin silent film.

The John Hancock building downtown with it's mirrored hallways was used to eerie effect as the setting for Poltergeist 3.

The abandoned New Yankee Grill under the "El" tracks on Wilson Avenue was used as the scene of a major shoot-out in The Package, starring Gene Hackman, Tommy Lee Jones and a then unkown Dennis Franz. Jones later returned to Chicago to chase Harrison Ford around town in The Fugitive. Notable locations included City Hall, Daley Plaza (nearly demolished in The Blues Brothers) and the Fugitive's climax chase scene in the Chicago Hilton And Towers.

More locations (from USA Today):

In Wayne's World, Wayne and Garth hung out at the Superdawg Drive-In. The pair of anthropomorphic hot dogs on the roof, with the male dressed up as Tarzan, is worth the cab fare to 6363 N. Milwaukee, on Chicago's Far Northwest side.

John Belushi worked at the Sun-Times Building (401 N. Wabash), in Continental Divide. This seven-story, 1957 black granite International Style structure next to the Chicago River downtown is also the site Donald Trump plans to raze in order to erect the world's tallest building, so see it fast.

Elizabeth Shue, before she picked up an Oscar for Leaving Las Vegas, rescued her charges from the slanted rooftop of the Smurfit-Stone Container Building in Adventures in Babysitting. It's at 150 N. Michigan Avenue, and is best viewed from Grant Park, downtown and just south of the River.

James Stewart's ominous footsteps reverberated down the long, lonely hallway of the Wrigley Building (400 N. Michigan), downtown at the Chicago River's edge, in Call Northwest 777.

In an homage to the infamous "Odessa Steps" sequence from Eisenstein's silent epic Battleship Potemkin, Kevin Costner as Eliot Ness shoots Billy Drago as Frank Nitti on the steps of Union Station, a neo-classic monolith at 210 S. Canal Street in the River West area, in The Untouchables.

The Blackstone Hotel (636 S. Michigan just east of the Loop), a Modern French Beaux-Arts beauty, hosted the party in My Best Friend's Wedding and Tom Cruise's pre-pool tourney stay in The Color of Money.

And finally, the film that might have best taken advantage of Chicago's architectural wonder and film archaeology, didn't. Because last year's Oscar winner didn't film a single scene here. That's right. We're talking about .... Chicago.