More often than not I tag the screenshots with the general location (“Lower Wacker Drive”, “Ogden Avenue”, “Wicker Park”, etc.) and sometimes I include an address or link to a Google Street View if I think the location is noteworthy. But sometimes I’m not sure where the exact screenshot location is, sometimes I don’t think it matters much, and sometimes I just get lazy. This site is as much about “film stills as street/architectural photography” as it is a history/documentary site, and sometimes the precise location doesn’t matter much to me.
If you are interested in exact film locations, I recommend the site It’s Filmed There, which has a large catalog of shot-in-Chicago screenshots, often with exact addresses. I often use the site when researching for this blog.
(I don’t usually answer questions publicly, but I though explaining the issue with locations might be interesting to some. Hope that’s OK, reostzombie13, and thanks for the note.)