In December 1866 a new station opened . The Great Chicago Fire of October 1871 destroyed the station , which was rebuilt shortly afterwards . The post-fire station was demolished to make way for a new station designed by the architectural firm Frost & Granger which opened July 1 , 1903 and stood until 1981 . This station was a set for Alfred Hitchcock 's 1959 '' North by Northwest '' , starring Cary Grant and Eva Marie Saint , and in the 1973 movie '' The Sting '' starring Paul Newman and Robert Redford
Great Chicago Fire
Great Chicago Fire
LaSalle Street Station