I, too, remember the old North Shore. I lived in Waukegan and my Mom and I would take it down to Chicago at least once a year - our big treat! I don't remember it stopping at Fields, but considering how small I was at the time, it could very well have, especially since I think it used some of the same tracks that the current day El does. The Red Line (& still-in-existence South Shore) did have a stop (closed in 2006) by the basement entrance to Fields, and it was right by their food court.
Here are some links to info on the old North Shore line (the last one tells you about the State & Washington stop which connected to Fields (now Macys) basement):http://www.tmer.org/Section/History/Chicago_North_Shore_and_...http://www.trainweb.org/twerhs/northshore.htmlhttp://en.wikipedia.org/wiki/Chicago_North_Shore_and_Milwauk...http://en.wikipedia.org/wiki/Red_Line_%28CTA%29