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Up at Winnetka - the luxuriously prim suburb where the house of Kevin 'Home Alone' McCallister's family can be found - wide, winding avenues lined with oak and ash trees lead to serene estates of grand houses set back from the road. Some really do have white picket fences. It's exactly the kind of place where you expect to see paper boys riding bikes and lobbing newspapers into gardens. Further north at Glencoe, on the verge of Lake Michigan, there is the unexpected boon of a secluded beach, looking back across the water to the city. This is where Ferris took his friend Cameron in a vain effort to cheer him up.

Many of the suburban estates here are underscored by a network of shallow ravines, pretty micro-valleys of flowers and the odd deer wandering about. One of these ravines, in Highland Park, had a starring role in Ferris Bueller's Day Off. The minimalist glass box which acted as Cameron's house hangs precariously over the ravine. It was through these windows and down into the ravine that Cameron famously released his father's red Ferrari.

According to Billy Higgins, a location scout for Ferris, the original script had Cameron drive the car into a tree. 'But when John saw the house, he was so excited by the thought of the car falling into the ravine that he rewrote the entire script around that location,' he says. I meet Billy on the set of The Vow, a new Hollywood movie being filmed at another location that features prominently in Ferris, the Art Institute. Pedestrians wait on the side of the road while numerous takes of Rachel McAdams running across the bridge that connects the Institute to the Millennium Park are shot. They're used to it. 'This is nothing,' says one. 'When Transformers was here, they shut down Michigan Avenue [Chicago's equivalent to Oxford Street] and filled it with rubble and robots.'

The city of gangsters
Big Al stands at the door of the Green Mill cocktail lounge, rapping a wad of dollars against his broad knuckles. His head is brutally shaved and his small moustache has been carefully waxed to a point. Around his neck hangs a single bear's claw. 'Six dollars,' he growls to the young couple who have just come through the door. 'Don't talk during the band.' The couple hand over the money and walk towards the bar, looking as if they'll never speak again, let alone tonight. Big Al has worked the door here longer than he cares to remember, and he's insistent that the atmosphere at the Green Mill remains exactly how it was when a certain other Big Al was a regular here in the 1920s.

'That was Capone's booth right there,' he says, pointing towards a red velvet enclave at the corner of the bar. 'Sitting there, he could see the front and the side door at all times. As soon as he came in, the doors were locked and no one could enter or leave. And whatever the band were playing when he arrived, they stopped mid-song, and started playing his favourite, Rhapsody in Blue.'

Even today, Green Mill couldn't be more gangster if it insisted everyone wore trilbies and carried violin cases. It's like walking into a scene from Goodfellas - the crowd seated at candlelit tables, suited-up waiting staff distributing Old Fashioneds, the band on stage playing whipsmart swing and jazz. It's not surprising that such an atmospheric club has made numerous celluloid appearances, from being blown up in James Caan's Thief to acting as John Cusack and Jack Black's hangout in High Fidelity.

By the 1990s, Chicago had started to capitalise upon, rather than avoid, its gangster history. Sixty years after the city had been in the control of Al Capone, Bugsy Malone et al, a string of films were released that recreated the cat-and-mouse chase between the police and gangsters. The most successful was Kevin Costner and Robert De Niro's The Untouchables - the key scene of which was shot on the stairs of Union Station, where Costner raced to catch a runaway pram.

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