B and I visited Chicago without R back in Christmas 2013. It was a combination pleasure/work trip for B, so he had to work two days (out of four) that we were gone, leaving me to amuse myself while he was busy. This wasn't a bit hard as I enjoy traveling by myself, especially when a city has museums as fine as Chicago's.
Museums aside, one of my favorite things in Chicago was Cloud Gate (nicknamed the Bean) in Millennium Park. I had wanted to see it ever since That Wife visited when she lived in Chicago, and it didn't disappoint.