May 2010: During a walk around photo tour of the CMD and surroundings, a friend and I were harassed by a Miniat security guard driving a compact who wanted us to believe he was an undercover Chicago Police officer. Basically a young punk strutting his stuff.
My friend's father is retired CPD and so we figured out the score pretty quickly.
We played along and behaved until a Miniat supervisor came over, asked us some questions and was ultimately satisfied we weren't making trouble for anyone.
At a very basic legal level, if you are standing on public ground you are permitted to take photos of industrial subjects and such as long as you are not impeding activities or creating a safety problem.
See for example:
http://www.krages.com/ThePhotographersRight.pdf