The Untouchables (1987)

dir. Brian De Palma

Many thanks to ItsFilmedThere for identifying these locations. Check out this and many other Chicago-based movies over there.

The bomb explosion - 3369 N. Clark Street, Chicago, Illinois

Elliot Ness (Kevin Costner) meets Malone (Sean Connery) - Michigan Avenue Bridge, Chicago, Illinois

Al Capone's (Robert De Niro) hotel - Roosevelt University, 430 S. Michigan Ave, Chicago, Illinois

The hotel interior is the upper foyer of the Chicago Theater, 175 N. State Street, Chicago, Illinois

Malone's house - 4600 S. Calumet Avenue, Chicago, Illinois. It has since been demolished.

The police headquarters - The Rookery, 209 S. LaSalle Street, Chicago, Illinois

The street view near the police headquarters – S. LaSalle Street looking at the Chicago Board of Trade, Chicago, Illinois

The post-office raid across the street - City National Bank and Trust Company, 208 S. LaSalle Street, Chicago, Illinois

The banquet where Capone kills one of his associates with a baseball bat - Blackstone Hotel, 636 S. Michigan Ave, Chicago, Illinois

Ness' house - 2030 W. 22nd Place, Chicago, Illinois

The Canadian border raid – Hardy Creek Bridge near Great Falls, Montana

Ness confronts Al Capone after the death of one of the Untouchables – Roosevelt University Lobby, 430 S. Michigan Ave, Chicago, Illinois

The opera house – the Grand Staircase and Preston Bradley Hall, Chicago Cultural Center, 78 E. Washington Street, Chicago, Illinois

The train station shootout - Union Station, 225 S. Canal Street, Chicago, Illinois

Ness confronts Frank Nitti (Billy Drago) - Grand Army of the Republic Rotunda, Chicago Cultural Center, 78 E. Washington Street, Chicago, Illinois

The rooftop scene - Chicago Cultural Center, Randolph Street at E. Washington Street, Chicago, Illinois

See also...

Once Upon A Time in America

Prizzi's Honor