Which Direction from Chicago to Philadelphia?

The answer is northeast.

Chicago sits in the Midwest near Lake Michigan (approx. 41.9° N, 87.6° W), while Philadelphia lies on the Atlantic Fall Line in the Mid-Atlantic (approx. 39.9° N, 75.2° W). The straight-line bearing is roughly 70° — squarely northeast.

By air, the 670-mile (1,080 km) flight takes ~1 hr 45 min. By road (I-80 E / I-76 E / I-80 E), it's ~760 miles and 11–12 hours driving. The route crosses Indiana, Ohio, and Pennsylvania — traversing the industrial heartland to the East Coast megalopolis.