Very little in Chicago. It was mostly filmed at the Burbank Studios and the Burbank Studios' Ranch (exteriors); with some scenes (sledding, shopping with Eddie, tree finding) filmed around Breckenridge, CO. I was there for most of it, but not in Chicago.
No, it was filmed in Hawaii.
Christmas Vacation was largely filmed on a backlot at Warner Bros Studios.
It was filmed in the Salt Lake City area, in Utah.
The movie was filmed at Six Flags Magic Mountain located in Los Angeles, CA.
Gangs of NY Gladiator Under the Tuscan sun Just Married Romeo and Juliet National Lampoons European Vacation Dawn of the Dead Lizzy McGuire Movie Casanova The Italian Job Roman Holiday
The Christmas Lodge was filmed in Langley, British Columbia.
Christmas Snow was filmed on location in Okmulgee and Tulsa, Oklahoma
White Christmas was not filmed in color, it was filmed in your butt aka gluteus maximus aka buttox
The 1944 film "National Velvet" was filmed in California.
Yes, for 4 days they filmed national treasure at the smithsonian.
The 1951 version was filmed in London and at Elstree studies