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Sorry to disappoint, but you can't enjoy a meal in this glamorous setting – it’s no more than the side entrance lobby of Likewise, you won’t be able to dance the night away in the 'Steuben Nightclub’, where Frechette works as hat-check girl.

You can see the venue, though, if you catch a production at the Auditorium Theatre, the best of dance here.

The theatre, part of of Roosevelt University, is home to the famed Joffrey Ballet, and also presents Broadway musicals and concerts.

There’s a brief flit back to Wisconsin for the ‘Greencastle’ bank robbery, and two more locations blended into one – both of which began life as bank buildings.

The imposing, old-style marble interior is now the Milwaukee County Historical Building, Illinois, Wisconsin and Indiana are all fairly short on swaying palms, so the scene at Florida’s 'Hialeah Racetrack' had to be filmed over on the West Coast in California.

It’s the venerable Santa Anita Park, , though, from which Dillinger cheekily escapes using a fake wooden gun, is one of the real locations used by the film, this time in Indiana.

114 locations dressed as the 1930s, scattered around Illinois, Indiana, Wisconsin and even California – but no soundstages.

Avoiding the cliches of period drama with the startling immediacy of high-definition video, director Michael Mann turns in more of a mood piece than an action drama (though the shoot-outs are as visceral as you'd expect from the director of Heat).

Mann's potent use of architecture is evident from the word go, with the forbidding 33-feet-tall concrete perimeter of , southwest of Chicago, standing in ‘Indiana State Penitentiary’ as John Dillinger (Johnny Depp) and crew break into the prison to spring his associates.

Still in use, this maximum security facility, three miles north of Joliet – and containing the longest cell block in the world – was home to Nathan Leopold and Richard Loeb (the murderous couple who inspired ).

Built in 1925, this Spanish-themed fantasia once naturally hosted the big bands such as Tommy Dorsey, Glenn Miller and Duke Ellington – not to mention Frank Sinatra – before an inevitable decline during the Sixties, when it became a boxing venue, skating rink and a disco.

It’s since found a new lease of life as a Latin and rock venue (you could have caught Muse, Marilyn Manson or Franz Ferdinand here recently).

Fans of Gangster era Chicago will want to pop into the Green Mill Tavern, almost opposite the on North Broadway, a favoured hangout of Al Capone himself (see the Tavern on-screen in High Fidelity, with John Cusack).

The ever-forceful Dillinger whisks Frechette off for dinner at a classy restaurant.

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