Was at ORD today and several people attempted to get walk-in interviews. They said they would take walk-ins so long as there weren't people in the waiting room that had actual reservations for the day. Most people gave up after a while but, during my interview, they said they had quite a few cancellations, leading me to believe that people would have a chance if they stuck around for a while.
Long story short, they do allow walk-ins but it may cost you a lot of waiting with no guarantee that you'll ever be seen.