Episode 11: Our final stop! Get Lost on Amtrak Series. Kelley takes the Southwest Chief from Chicago to Los Angeles. From Chicago, across the snowy midwest, through the red sands of New Mexico & Arizona, we completed our journey by pulling into Union Station, Los Angeles. The trip had come full circle but it wasn't over yet! This train traveler was ready to see the sights of Los Angeles and since I was invigorated by my relaxing train ride, I was ready to take Los Angeles, Santa Monica & Venice by storm. Check out this fast paced 24 hour adventure through the beaches and hills of LA.