We are coming into Chicago on the train the weekend after Thanksgiving. We are staying out in the burbs because it is soooo much cheaper. Does anyone know of any lockers or someplace that we can put our packages throughout the day so we do not have to carry them around with us?

When you say "the train," do you mean the L or the Metra Train? CTA stations have no storage. If you're taking the Metra into Union Station, there are lockers. But it's not in a convenient location if you'll be shopping and sightseeing to pop back there and drop-off things.

There used to be lockers in Water Tower Place, but I'm not sure if they still exist.