SuperHeroHype once again provides the punch for the party, hidden as it’s a spoiler:
I am a lawyer who practices in Chicago, and specifically the Richard J. Daley Center downtown. I learned from one of the court clerks who told me that Batman was filming in courtroom 1501, a very popular (for attorneys) and large court room in the Daley Center — no jury trial are scheduled in this room but it manages many cases. All the computers were removed — so with all the pews and hard wood in the room, I would guess that they filmed a part of the movie to make it more like an old fashioned courtroom.
Urban Semiotic are also running a Chicago to Gotham article with some Wabash bridge filming pictures.