Depp was expected to greet fans outside the Paramount Theater at 7 p.m. Monday, but the actor didn't show up until midnight. Despite the late hour, fans waited for him.
"Just to be here. Just to be part of this is amazing. I've never done this before. I'm such a fan," said one person who got to meet Depp.
"This is just so exciting... I think I saw him pull up in his car, but now knowing he's about not that far. My stomach is flipping," said another.
Some of the fans drove hours for a glimpse of the actor, who has been seen in several locations around the Chicago area. Depp is starring with Christian Bale in teh movie. he plays John Dillinger. The interior of the Paramount is being used to replicate the interior of Chicago's Biograph Theater, where Dillinger was shot by federal agents in 1934 after seeing a movie.