The first station on this site, built in 1851, was the first union station in the world, meaning several railroads shared one building. A bigger replacement went up in 1873 to 1875.
In 1893 Daniel Burnham, one of the main architects of the 1893 World's Columbian Exposition, began planning a new station. It opened in 1897, and its arcade along High Street was finished in 1899. The station's arches were framed by fluted columns, carved angels and decorative eagle medallions.
Passenger service fell sharply from the 1950s to the 1970s. The arcade was torn down in 1976 for a new convention center, even though it had been added to the National Register of Historic Places two years earlier. Train service stopped on April 28, 1977, and the rest of the station was demolished in 1979. One arch was saved, and it now stands in McFerson Commons.