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Stone Temple Pilots-Interstate Love Song ( I think most of the outside shots are on top of the Congress Hotel) (A good amount of the video was done here but not all of course)
You got it! Ive been to the WMT a few times and instantly recognized it. Noone can miss the El in Izzy's song. I frickin love that song.
In fact, most of Izzys first album was recorded in Chicago. In the song "Train Tracks" you can hear the train (freight) at the start of the song. I believe this video was done in Chicago also.