There are a lot of old unused railways around the downtown area. There are many bridges along these lines that would be perfect for architecture shots. You can find some of these bridges if you scroll around google maps for a bit. Additionally, there are a few abandoned L stations that would look cool in photos. Since they're elevated, you don't need to actually get on transit to photograph them. If you're into nature, the botanical gardens and the Skokie lagoons are neat places just north of the city. Now that I think about it, there are even more abandoned tracks near the Skokie lagoons that might look neat. They were once part of the defunct North Shore Line.