Here's my list through Blood Rites... the ones with * are the ones I can't actually locate...
*Madison Hotel on 10th (Storm Front)
*McAnally’s (although there are 2 McNally's)
O’Hare Airport
*Full Moon Garage (Near 49th Street Beach)
*MacFinn’s - 888 Ralston Place
Wolf Lake Park (Tera/MacFinn, Murhpy Family Party)-2398 S. Calumet Ave, Whiting, IN
Cook County Hospital (Agatha Hagglethorn)-1902 W. Harrison Street, Chicago, IL
University of Chicago (ghost in library off screen) 5801 S. Ellis Avenue, Chicago
St. Mary of the Angels-1850 N. Hermitage Ave, Chicago 60622
Burnham Harbor (Kravos’ warehouse, ‘stairs’, Churchmice boat) 1559 S. Lake Shore Dr., Chicago
Graceland Cemetery-4001 N. Clark Street, Chicago
Lake Meadow Park (rain of toads)-3117 S. Rhodes Avenue, Chicago 60616
McCormick Place-2301 S Lakeshore Drive, Chicago
*Underground
*Rothchild Hotel (summer on roof)
Calling Lea-Gillson Park 800 Gillson Park Drive, Wilmette, IL 60091; could also be Tower Road Park, Winnetka
Marriott Hotel Downtown-540 N Michigan Ave Chicago IL
Wrigley Field-1060 West Addison, 60613