In Chicago, across the street from Millennium Park.
This is the BP Bridge, a very very cool pedestrian bridge over Columbus Drive that allows people to get back-and-forth between the uber-cool Millennium Park and the Daley Plaza without having to dodge traffic. In the background on the right, you can see part of the outdoor stage design in the classic Frank Gehry style, who also designed the bridge.
Who says getting from point a to point b crossing a bridge needs to happen in a boring straight line?
Click the photo for a cool aerial shot of the bridge. Also, use Google Maps to zoom in on Millennium Park and get another interesting look at it.