Fulton Market is an area in the West Loop of Chicago (west of the main downtown area). The area used to be full of warehouses that have now been converted into office buildings, shops and apartments. There are still functioning warehouses around the Fulton Market area specifically. It's a great place to walk around and explore.
The Rookery Building is Chicago's oldest high-rise, built in 1886, and has a gorgeous Frank Lloyd Wright designed lobby. During the Open Chicago architecture festival, I got a chance to visit it for the first time.