The Billy Goat Tavern on Lower Michigan Avenue (below street level, accessed via a ramp off Michigan) is the inspiration for the Saturday Night Live "Cheeseborger, cheeseborger" sketch and has been a Chicago press institution since the 1930s. The tavern is genuinely underground — in the lower level of the double-decker Michigan Avenue bridge approach — and the atmosphere is deliberately no-frills.
The Billy Goat Curse (attributed to Billy Sianis, who was expelled from the 1945 World Series with his pet goat) is the founding legend of one of baseball's great pieces of folk mythology, broken finally with the Cubs' 2016 championship. The area around Lower Michigan and Wacker is worth exploring for the lower-level architecture, which reveals the built infrastructure that the famous street-level views conceal.