Jake and Elwood's apartment was filmed in 22 W. Van Buren Street, The Loop, Downtown, Chicago (by Dedee)
Nazis are run-out around here was filmed in Marquette Park, Chicago Lawn, Chicago (by Marc)
Outside scene where Chicago Police, State Police, SWAT are chasing Jake and Elwood was filmed in Daily Plaza - Chicago, IL (by Ed Klein)
Final scenes where Jake and Elwood run into building to pay the tax bill (to Steven Spielberg) was filmed in Chicago City Hall, Chicago, IL (by Ed Klein)