The last time I saw the Chicago River freeze was February 8, 2007. And whaddya know, I took a picture of it then too. For the record, it was much colder today than it was then. Much.
UPDATE: Adam, this picture was taken facing north from the eastern end of the Madison Street Bridge, just west of Wacker Drive. In the distance you can see the Boeing HQ, and on the right the massive box that is the Lyric Opera Building. The bridge you can see is the Washington Street Bridge.