If you are interested in transportation, a stop at Chicago's Museum of Science and Industry might be in order. They have, among other things, the first vehicles in the world to go 100 mph (locomotive) and 500 mph (Breedlove's Bonneville Salt Flats car). Also various early airplanes, WW II fighters, deep sea vehicles, stratospheric capsules, etc.

And a stunning intact WW II German submarine you can walk through, one of the least appreciated things in the city.