Yes, but involves a few transfers. First you have to get to Chicago from Indiana. Take the South Shore Electric to Millenium Station. Go to the following site for schedule and fare…Warning, the last returning train leaves at 12:45 AM:http://www.nictd.com/
From here you will have a choice of routes, carriers, and fares. Go to the following site and pull down “RANDOLPH ST METRA” (Millenium Station’s other name) from the START menu and ALLSTATE ARENA from the END. Add the time and dates for 3 routes. I would take the 2nd.http://tripsweb.rtachicago.com/

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