The train just left Chicago, enroute East Glacier Park, MT.
Shortly after arriving in Chicago, we tracked down the lockers to stow our gear. Unlike airports, the train station in Chicago has pay lockers (operated by the company behind SmartCartes), where you can stash your stuff. It turns out the lounge has secure storage, as well, but the line to get in when we arrived was very long.
After stowing our gear, we headed out into town to see the sights and score some geocaches. GPS satellite reception is AWFUL in Chicago (as bad as it is in Manhattan), so we weren't able to find any geocaches until we got closer to Lake Michigan. We headed over to see the Clarence Buckingham Memorial Fountain and Garden (there's a virtual cache there), then on to Millennium Park to see the sculpture Cloud Gate (another virtual cache).
After our walking tour of downtown, we headed back to the train station to grab a bite to eat at a sandwich shop in the station's food court -- very good food at a low price.