This is the video that the Metra Electric conductor insisted was "against the law" to have shot. ("But we won't make you delete it this time.") If the embedding below doesn't work, try the direct link.
Not that I would have wanted to have been party to destroying evidence, because I know that's a crime. If anyone can find actual evidence of a US federal, Illinois state, or Chicago city law being broken, let me know. Note: Citing policies against video or pictures in other jurisdictions, which several people have done, isn't the same thing at all. Besides, if Metra has a policy against allowing photography, they've done a really good job of concealing it. Maybe it's a Secret Law Passed By The President -- something that a police officer has been said to have said while hassling another railfan photographer in the Chicago area a while ago according to something I recall reading in Trains magazine.
Update, 10:30: Based on the discussion in the comments below, I point y'all at Metra's web site, within which I can find no mention of photography at all. Nor can I find a way to contact them by e-mail, which means I probably won't be contacting them until I get back to California next week and have time to compose a paper letter.