Re. Chicago - I used to live in Hyde Park, which is a neighbourhood south of downtown and chock full of mildly deranged and hopelessly eccentric university students. There's a second-run cinema called Doc attached to the University that shows art movies during the week and (second-run) commercial films on weekends, and you'll find several bookshops and shops that, if they aren't mom-and-pop also aren't annoyingly corporate along 55th St where it crosses Lake Park (give or take a few blocks).

It sounds like what you might be looking for, though there is a similar feel up by Fullerton and DePaul (not to mention the best tea shop in all of Chicago). I miss it. If you can't tell ;)