Although Chicago has one of the highest murder rates in the United States, the vast majority of those crimes are tied to drug dealing or gang activity and take place in areas visitors are unlikely to be walking around. In all my years of living here, I've yet to hear of a violent crime specifically targeted at a tourist.
That said, Chicago has the same problems with theft and muggings as any other major American city, so use your common sense and stay cautious and alert. After dark, stick to well-lit streets along the Magnificent Mile, River North, Gold Coast, and Lincoln Park, which are all high-traffic areas late into the night.
Late at night, avoid wandering dark residential streets on the fringes of Hyde Park and Pilsen, which border areas where gangs are active. You can also ask your hotel concierge or an agent at the tourist visitor center about the safety of a particular area.
The El is generally quite safe, even at night, although some of the downtown stations can feel eerily deserted late in the evening. Buses are a safe option, too, especially nos. 146 and 151, which pick up along North Michigan Avenue and State Street and connect to the North Side via Lincoln Park.
Blue-and-white police cars are a common sight, and officers also patrol by bicycle downtown and along the lakefront and by horseback at special events and parades. There are police stations in busy nightlife areas, such as the 18th District station at Chicago Avenue and LaSalle Street in River North, and the 24th District station (known as Town Hall) at Addison and Halsted streets.
Note: This information was accurate when it was published, but can change without notice. Please be sure to confirm all rates and details directly with the companies in question before planning your trip.