Technically taking pictures with your camera against a fence, through the fence
IS illegal *if the property owners feels you've violated their privacy or create a security risk if you put the photos up the internet. But usually no one gives a sh!t. It would be a dumb thing for a security guard to worry about.
It's amazing that security would freak out about photos on the riverfront. Really? Even transit agencies are okay with it. In fact, they've sponsored photo contests. NYC did the same.
http://www.transitchicago.com/business/photopolicy.aspx