No, that's not Anthony at the front, he's at the back in the green t shirt, by Marilyn's leg. The dude at the front just wouldn't move, completely oblivious to the heap of people trying to take photos, with him in the way.
Yes, we're in Chicago, on Michigan Avenue, also called the Magnificent Mile. It's a lot nicer here than we expected. Lovely on banks of Lake Michigan, nice surrounds on Chicago River and very clean, neat and attractive streets.