The Untouchables tells how Eliot Ness, a young federal agent, and a few honest men took on the gangster Al Capone in Prohibition Chicago. Brian De Palma shot it in 1986 in real Chicago buildings, most of them still standing. Start at Chicago Union Station, where the baby carriage rolls down the stairs of the Great Hall: the station is open to everyone.
Most places fit in one day on foot. In the Loop, the Rookery and the old City National Bank face each other on South LaSalle Street; the Chicago Cultural Center, the Chicago Theatre and the DuSable Bridge are a short walk north-east. Down Michigan Avenue, the Auditorium Building and the Blackstone Hotel are two blocks apart. Take the 'L' or a taxi for Our Lady of Sorrows Basilica, Ness's house and the bombed shop on Clark Street.
Check before you go: the Cultural Center is free but closed on holidays, the basilica is a working church, and the house and the Clark Street building are private, so look from the street. The border raid was filmed far away, at Hardy Bridge in Montana, about 40 miles south of Great Falls: a separate trip by car.