Ray's Music Exchange  
300 E. 47th Street, Chicago

It is remarkable how little this building has changed since the Blues Brothers was filmed here 25 years ago. The establishment now goes by the name of Shelly's Loan and Jewelry Company, but the building still sports the colorful mural on its west side, albeit slightly faded. If you're thirsty and driving in the neighborhood in the middle of the night, there's  a 24-hour liquor store across the street.

Getting there: From the south, exit the Dan Ryan Expressway -- That's I-94 to you suburbanites and out-of-towners -- at 51st Street. Continue north alongside the expressway and turn right at 47th Street. Go six blocks, it's on the left.