Before it was Macy's, it was Marshall Field's. The founder, Marshall Field, was from Chicago, and his flagship department store still stands on State Street today. Inside this historic building, a lot has changed, but the Walnut Room remains true to tradition. This iconic restaurant is located on the 7th floor and was the first restaurant ever opened in a department store. If you are visiting during Chicago's Christmas season, they have an enormous tree in the center of the room - viewable from upstairs in the store, too. Make a whole day of shopping and dining on Chicago's State Street!