The South Shore Line will offer additional trains and capacity to and from Millennium Station in downtown Chicago starting Thursday and continuing through Sunday for Lollapalooza in Grant Park. Alcohol will be prohibited on South Shore trains throughout the four-day weekend; glass bottles are always prohibited. Lollapalooza 2024: Our picks for music not to miss, by day, plus less-known artists and what else to know The additions are as follows: Thursday and Friday: An extra eastbound train will depart Millennium Station at 10:40 p.m.