Chicago O’Hare International Airport: A rental car is the useful transfer: roughly 50 miles and usually 70–100 minutes, traffic permitting. Public transit is possible but poor for luggage or a beach stay—Blue Line into Chicago, then Metra’s Union Pacific North line from Ogilvie to Zion—so expect roughly 2½–3 hours and a transfer rather than an airport-to-Zion service.
Milwaukee Mitchell International Airport: For Zion’s north Lake County location, a rental car is generally the best option: about 35–45 miles and roughly 45–70 minutes depending on traffic and the border-area freeway conditions. There is no clean, frequent public-transport airport transfer to Zion; do not choose MKE expecting an easy rail connection.
Zion Metra station: Metra Union Pacific North trains link Zion with Chicago’s Ogilvie Transportation Center; allow roughly 80–95 minutes from downtown Chicago, plus time for the final ride to your lodging or the beach. It is a sensible car-free arrival from Chicago, with a one-way fare generally in the single digits to around $10 depending on the current Metra fare structure, but check the timetable—service is commuter-oriented, especially outside weekday peaks.