There is a little-known and little-used train station at O'Hare that has limited train service to Union Station in downtown Chicago that operates weekdays only.
But from 8/12 thru 8/30/2024. trains will operate hourly all day, 7 days a week. Trains will stop at O'Hare, River Grove, Western Ave, and Chicago Union Station. The fare between O'Hare and Union Station is $3.75. You may pay cash on board the train or buy a ticket from vending machines at Union Station and O'Hare.
This new service is IN ADDITION to the Blue Line operated by the CTA which you may be more familiar with.
Schedule
More information from Metra.