Came across this last night and thought you might be interested. I have edited the irrelevent bits, but the article talks a little about the making of The Sting.
A susurrous moment of hush falls over the station as Newman, trailed by Redford and Robert Shaw, strolls down the center aisle toward the newsstand. Newman and Redford are both decked out in three-piece worsted suits and soft-crushed fedoras. Shaw, who plays a would-be classy New York racketeer in the film, is wearing a camel-hair topcoat and a black homburg, and he's limping noticeably due to a recent spill on a handball court.
The eerie suspension of noise in the vast terminal sustains itself until Newman surveys the crowd with a jolting blue glance and flashes a dazzling smile to one and all. Then a pandemonium of cheers and applause breaks loose — quite literally, it's a standing ovation. A little sheepishly, Newman acknowledges the crowd's worshipful tribute by raising his hands like a champ in the ring, then cuts a beeline for the newsstand, where he helps himself to a double handful of popcorn and listens, head bent intently, snapping, electric eyes alert in concentration, to George Roy Hill's instructions about the upcoming scene. It's a relatively simple dolly shot showing a wordless but significant encounter between Newman and Redford, and Shaw and a retinue of burly actors portraying Shaw's bodyguards.
Redford waves a general hello to the crew, embraces Marie Cosindas, who's an old friend, and shakes hands with the writer from San Francisco, whom he's also known previously. "My God, what a reception," the publicist murmurs, looking a little shell-shocked by it all. Redford gestures self-effacingly — it's one of his most appealing mannerisms — and glances fondly in Newman's direction. "It's Paul's day, I guess," he shrugs.
Near the edge of the crowd, a couple of middle-aged data analysts who work for the Milwaukee Road are still agog over the furor Newman's arrival caused, too. "I used to go see Sinatra at the Paramount in New York when I was a kid," one man tells the other, "and, my God, I never saw anything like that. I bet the temperature in here went up 22 degrees when Newman walked in." "I never saw anything like it, either," the second man says. "Myself, I think we ought to rope off that center aisle and never let anybody use it again."
Ringed three-quarters around by avid faces, mostly women's faces whose eyes are rapidly ping-ponging back and forth between Newman and Redford, the scene requires little more than an hour to shoot. From take to take, both Newman and Redford vary their dramatic business, and it's obvious that they're having fun and relishing each other's company. When George Roy Hill declares the scene a wrap just before noon, Lee Paul, a baby-faced giant who plays one of Shaw's bodyguards, loosens his tie and sniffs the air. "I smell pot" he announces gleefully.
A longish-haired young trader from the Commodities Exchange, which is located in the building next to the terminal, introduces himself to Newman and offers to take him on a tour of the facility, which is the Midwestern equivalent of the Wall Street Stock Exchange. Newman tilts his fedora forward over one eye and grins: "Sure, why not? Sounds interesting. Man ought to be curious."
When they hear where Newman's going, Redford, Shaw and Hill all decide to tag along, too, and a police escort is assembled. On the way to the exchange, which involves traversing several heavily-traveled corridors and stairwells.
"The movie stars finally made it to Chicago," the announcer intones in a voice-over of footage showing the waiting crowd at the terminal, "and although they are not anxious to have much publicity, we found them filming at Union Station. In fact, Union Station hasn't looked so good in years. The catch is, in the movie The Sting, it's supposed to be New York's Central. Maybe that's why they had to rope off the real Chicago straining to hear the sounds of lights, camera, action.
"Suddenly, it's 1936 and a con man ambles down the aisle — that wide-brim hat gives him away — a face you've seen many times, but can't remember his name. I did remember what Robert Redford looked like, even at 50 yards. He was over there near the camera and director, listening to instructions being given to Paul Newman.
"The secretaries would squeal every time he'd pass. One even broke through the lines just to touch him; it makes one pause to write off moviemaking as glamorous and exciting — all those people waiting to be thrilled.
"And then, even before I could get his autograph, it was over. The lights went out, and so did Newman, who must have seen more Chicago policemen today than the character he's playing — a 1936 small-time hood. No violence in today's shooting, not even as Paul Newman tried to get through the crowd to have lunch.
"The movie is named The Sting, which might sum up the feeling of the director when he saw today's weather. Well, that's show business — at least, that's what they say in Hollywood."
The next morning, the foul weather persists, but Newman and the film company attract another large crowd of onlookers outside the elegant old barber shop in the Illinois Central depot. "You waiting for Redford?" an assistant director asks George Roy Hill. Chewing dreamily on a wad of gum, Hill rolls his eyes in mock exasperation: "Who're we always waiting for?" When Redford arrives a few minutes later, the film troupe applauds to a man.
The scene, showing Redford and Newman getting manicures in the barber shop, is quickly dispatched, and as the cumbersome camera equipment is being trundled away to the next location site at the La Salle Street depot, Newman waggles a beckoning finger at the writer from San Francisco. "Redford tells me you're OK," he says with an easy smile. "Whyn't you ride back with us to the hotel and we'll pop a couple of cold ones." The toney lady from Time, Inc., who's standing within earshot, takes on the look of someone who's contemplating opening a major vein.
Walking with Redford and the writer to the Teamster-driven limo that will drive them to the Ambassador Hotel, Newman waves gaily to the people behind the rope barricades who are calling out to him and mutters out of the corner of his mouth, "I'm always just faintly embarrassed by all this, if that makes any sense. I mean, yesterday, we apparently stopped the market. It's like sticking a gun in your mouth. I had no idea it was going to be like that. Whew."
In the car, Redford, scowling, complains at length about film critics and writers.
Across the room, Redford enters and semaphores his arms, motioning to Newman that it's time to return to the set. Grinning, Newman asks the waiter for the check and strolls over to the cashier's stand. "I hope you got all those girls cleared out of your room, buddy boy," Newman says teasingly to Redford. "This is a class joint." Redford puts on a long face and lets his shoulders slump dejectedly. "All gone," he clucks. "They all went back to Decatur on the Greyhound."
The following morning, a predicted six-inch snowfall fails to materialize, but it's snapping cold as the film troupe sets up shop in a vacant lot adjacent to the el station at 43rd and Calumet. The morning's location site lies in the heart of the tough South Side ghetto, and the crew members tread cautiously as a predominantly black crowd of onlookers assembles. "Hey, there's the Sundance Kid!" a skinny kid with a bushy red Afro cries, pointing at Redford, who's walking toward his dressing-room trailer carrying a dog-eared copy of David Halberstam's The Best and the Brightest. "Wonder where at ol' Butch Cassidy is? He the one I wanna see."