The Chicago stop for Van Galder-operated Megabus services to and from Madison, Wisconsin is located outside the Union Station entrance on South Canal Street, just north of West Jackson Boulevard. Check your reservation carefully as these services are indicated by a reservation number containing the letters CVG.
The Megabus stop for all other arrivals and departures in Chicago (including services operated by Windstar Lines) is on West Polk Street between South Clinton Street and South Canal Street.