Check them in with a hotel bellhop downtown; if they ask, you're checking in later/just checked out (whichever is more appropriate for the time). In most cases, you won't even have to enter the lobby.

Be sure to tip.

Some hotels near the Blue Line in the Loop: Allegro, Burnham, W City Center, Palmer House, Hampton Majestic, Renaissance, Crowne Plaza Silversmith.
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