The Angelenos in this circa 1905 photo were at the Santa Fe Railroad’s La Grande station that used to stand at 2nd St and Santa Fe Ave in downtown LA. The travelers were taking the California Limited service which ran between Los Angeles and Chicago and took nearly 3 days. I hope those ladies loosened their corsets for a long trip like that. Lucky for them, though, the California Limited was also the first Santa Fe train with Fred Harvey Company meal service.
** UPDATE ** – Roy P says: “That may be a picture taken at Dearborn Station in Chicago IL. Passengers are boarding a train going to Los Angeles with connections for San Francisco and San Diego. Dearborn Station had a train shed and it was a stub end station with bumpers at the end of the tracks. La Grande Station in Los Angeles was a mostly open station and the tracks were through tracks with trains operating via Pasadena coming and going out of the north end, trains operating via Fullerton coming and going out of the south end.”
You can see California Limited’s schedule and route here.