Organizers call it citizen diplomacy, a way to establish connections on this side of the border.
But for the caravan members we spoke to, all of whom have lost relatives to the violence, their little group has become a family of sorts, united by a common grief.
Their journey began in San Diego two weeks ago.
Sunday, they rolled into Chicago just after 6 p.m. Over 40 victims of the violence in Mexico, who are traveling by bus across the United States to call attention to their plight, and at the same time link it to existing U.S. policy.
"I have five family members who have already been killed, and one that is missing," said Daniel Vega. "We have no idea where she is at. She was taken from us. She left two daughters behind."
Vega, is from Juarez, Chihuahua, ground zero for the drug war that since 2006 has claimed the lives of 60,000 people in Mexico. Ten thousand more are unaccounted for.
His is a story that was repeated over and over by those getting off their buses at St. Pius the Fifth Catholic Church in Pilsen.
Many here believe the only way to end the violence south of the border is to decriminalize drug use.
"The demand is always going to be there," said Pepe Rivera. "We know that. What we need is to regulate it. We need to have alternatives."
And while most of the victims traveling with the caravan are Mexican, there are U.S. citizens as well. Like Belen Asuncion, whose brother was on the phone with his mother in Los Angeles when he disappeared as he drove towards the U.S. border in March of last year.
"He said, 'nothing, don't worry, it's going to be okay,'" Asuncion said. "After that phone call I never heard from him again."
The caravan will remain in chicago for various events around the city over the next couple of days, including a press conference at City Hall on Tuesday.
Then they will continue on their journey, which ends in Washington DC on September 10.
