Above, a page from “Torso,” a fictionalized account of the Cleveland Torso Murders. (Trigger warning: do not google that serial killer from the 1930s if descriptions of graphic violence bother you.) The building is quite recognizable. It is, however, in Chicago: it’s the Rookery.
The problem re-occurs. Here’s a scene that’s supposed to be at the Cleveland train station:
That is, of course, Penn Station in New York: