Jumping - Get on top of the Wrigley Building
Drive your car to where the circle is. Now when the bridges start closing drive down south (if you don't do this the bridges won't be open when you make the jump). Behind Dearborn Station drive over the grass so you can keep so you can make a fast corner. Then start driving north again towards the Wrigley Building.
The bridges should be open. You have to go at about 250 MPH when you jump the bridge.
When you land on the building use the normal brakes and the handbrake and turn your steering wheel, otherwise you fly off the roof again.