Take the CTA Blue line from O'Hare past the downtown loop to the Clinton station. From there, walk one block East to Canal, then two blocks north to the Amtrak station. A good place to eat on the way to Amtrak is Lou Mitchell's on Jackson - from the Clinton station, go one block west to Jackson then 1-1/2 blocks to 565 W.
Jackson. From Lou Mitchell's, it's about a two block walk East to the Amtrak station. It's a $5 ride and is efficient and economical way to get from O'Hare to Clinton station.
Map and schedule at the CTA link below.
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