"Chicago - City of the Century" (Pbs Home Video)
I'm going to insist visitors to Chicago watch disk 4 (the bonus disc) of this fairly well-made documentary. Historically-minded visitors might enjoy the whole series (covers Chicago history up to 1900, with a particular emphasis on the labor unrest and dire poverty, contrasted against the gilded age robber barons, and includes detailed discussion of the Haymarket Riot and repercussions), but the fourth disc contains an excellent tour of Chicago neighborhoods (well, circa 2003, some changes since then). Geoffrey Baird narrates a tour of each of the El lines, and what neighborhoods and ethnic groups you'd encounter on such a journey. If you've been to Chicago (or are thinking about it), and don't want to spend your time solely downtown, watch the footage on the fourth disc.
[Netflix: Chicago: City of the Century: American Experience]

Quite interesting stuff.