This is the capital of Illinois, and the state-house here, too, is finished, and is a fine building. The governor has a state residence, which is really a large and handsome building, but is altogether surpassed by the private residence of an ex-governor, who lives in a sumptuous house, to judge from its external accompaniments of conservatory, &c.; it is nearly opposite our Scotch friend's abode, but the ex-governor dealt in "lumber" instead of iron, and from being a chopper of wood, has raised himself to his present position.

Chicago, Nov. 10th.—We did not reach Chicago last night till 12 o'clock, our train, for the first time since we have been in America, having failed to reach its destination at the proper time; but the delay of two hours on this occasion was fairly accounted for by the bad state of the rails, owing to the late rains. Before it became dark we saw one or two wonderful specimens of towns growing up in this wilderness of prairie. The houses, always of wood and painted white, are neat, clean, and well-built. There is, generally, a good-looking hotel, and invariably a church, and often several of these, for although one would probably contain all the inhabitants, yet they are usually of many denominations, and then each one has its own church. About twenty or thirty miles from Chicago, we saw a very extensive tract of prairie on fire, which quite illuminated the sky, and, as the night was very dark, showed distinctly the distant trees and houses, clearly defining their outline against the horizon. On the other side of us, there was a smaller fire, but so close as to allow us to see the flames travelling along the surface of the ground. These fires are very common; we saw no less than five that night in the course of our journey.

We have been busily employed to-day in going over Chicago. The streets are wide and fine, but partake too abundantly of prairie mud to make walking agreeable: some of the shops are very large; a bookseller's shop, to which papa and I made our way, professes to be the largest in the world, and it is certainly one of the best supplied I ever saw with all kinds of children's books. From the bookseller's we went to papa's bankers, Messrs. Swift and Co.; Mr. Swift took us to the top of the Court-house, a wonderful achievement for me, but well worth the trouble, as the view of the town was very surprising. We went afterwards to call on William's friend, Mr. Wilkins, the consul, where we met Lord Radstock. Mr. Wilkins kindly took us to see Mr. Sturge's great granary; there are several of these in the town, but this, and a neighbouring one, capable of holding between them four or five million bushels of corn, are the two largest. The grain is brought into the warehouse, without leaving the railway, the rails running into the building. It is then carried to the top of the warehouse "in bulk," by means of hollow cylinders arranged on an endless chain. The warehouse is built by the side of the river, so that the vessels which are to carry the corn to England or elsewhere, come close under the walls, and the grain is discharged into the vessels by means of large wooden pipes or troughs, through which it is shot at once into the hold. Mr. Wilkins has seen 80,000 bushels discharged in this manner, in one day.

We afterwards drove about six miles into the country, through oceans of mud, to see one of the great slaughter and packing-houses. I did not venture out of the carriage, but the proprietor took Mr. Wilkins, Lord Radstock, and papa through every part of the building. In a yard below were a prodigious number of immense oxen, and the first process was to see one of these brought into the inside of the building by means of a windlass; which drew it along by a rope attached to its horns and passing through a ring on the floor.

The beast, by means of men belabouring it from behind, and this rope dragging it in front, was brought in and its head drawn down towards the ring, when a man with a sledge-hammer felled it instantaneously to the ground; and without a struggle it was turned over on its back by the side of eight or ten of its predecessors who had just shared the same fate, and were already undergoing the various processes to which they had afterwards to be subjected. The first of these was to rip up and remove the intestines of the poor beast, and it was then skinned and cut lengthways into two parts, when the still reeking body was hung up to cool. The immense room was hung with some hundreds of carcases of these huge animals thus skinned and cleft in two. The process, from the time the animal leaves the yard alive till the time it is split and hung up in two pieces, occupied less than a quarter of an hour. At the end of two days they are dismembered, salted, packed in casks, the best parts to be shipped to England, and the inferior parts to be eaten by the free and enlightened citizens of this great continent. The greater number of these beasts come from Texas, and have splendid horns, sometimes three feet long.

The next thing they saw was the somewhat similar treatment of the poor pigs; but these are animals, of which for size there is nothing similar to be seen in England, excepting, perhaps, at the cattle show. At least, one which papa saw hanging up weighed 400 lbs., and looked like a young elephant. In the yard below there was a vast herd of these, 1500 having arrived by railway the night before; the number killed and cut up daily averages about 500. It takes a very few minutes only from the time the pig leaves the pen to its being hung up, preparatory to its being cut up and salted. They first get a knock on the head like the more noble beasts already mentioned; they are then stuck, in order to be thoroughly bled; after this they are plunged headlong into a long trough of boiling water, in which they lie side by side in a quiescent state, very different to the one they were in a few minutes before, when they were quarrelling in a most unmannerly manner in the yard below. From this trough the one first put in is, by a most ingenious machine, taken up from underneath, and tossed over into an empty trough, where in less than a minute he is entirely denuded of his bristles, and passed over to be cleft and hung up. The trough holds about eight or ten thus lying side by side, and the moment one is taken out at one end, another is put in at the other, and they thus all float through the length of the trough, and are taken out in order; but so rapid is the process, that no one pig is long in; in fact, the whole business occupies only a very few minutes per pig. Every part is turned to account, the mass of bristles being converted into tooth brushes, &c. In the huge larder, in the story next above the oxen, there were about 1500 unhappy pigs hung up to cool, before being cut up, salted, packed, and sent off. There are several establishments of this nature in Chicago, but only one of equal extent to the one papa saw. About 400,000 pigs are shipped every year from Chicago. I do not know the total number of cattle, but this house alone slaughters and sends away 10,000. There were places on an enormous scale for preparing tallow and lard, and there were many other details equally surprising, which I have not now time to describe; but papa says that the smells were most offensive, and that it was altogether a very horrible sight, and it was one I was well pleased to escape.

Among the other wonders of Chicago, I must do honour to its hotel, which I should say was as good as any we have yet seen in America. These American hotels are certainly marvellous "institutions," though we were getting beyond the limits of the good ones when we reached Jefferson City. That, however, at St. Louis is a very fair sample of a good one.

Indianapolis, Nov. 11th.—We arrived here late this afternoon, and have not been able as yet to see anything of the town, I shall therefore defer a description of it to my next. The road from Chicago was not without its interest, though we are becoming very tired of the prairies. At first starting we went for many miles along the borders of Lake Michigan, which we again came upon at a very remarkable spot, Michigan city, about sixty miles from Chicago. Along the first part of the lake, in the neighbourhood of Chicago, the shore consists of fine sand, in strips of considerable width, and flat like an ordinary sea beach; but at Michigan city the deep sand reached to a considerable distance inland, and then rose into high dunes, precisely like those on the French coast. As we had to wait an hour there, papa and I scrambled up one of these, and although below there was deep loose sand, yet above it was hard and solid, and bound together with little shrubs like the French dunes. The view of the lake from the top was very pretty, and boundless towards the north, we being at the southern extremity. I picked up a few stones on the beach as a memorial of this splendid lake. We were very much tempted, when at Chicago, to see more of it, and to go to Milwaukee and Madison, but we were strongly advised by Mr. Wilkins not to go further north at this season. The wreaths of snow which during the night have fallen in patches along the road, and greeted our eyes this morning, confirmed us in the wisdom of this advice, and we are now bending our steps once more towards the south. We are still here in the midst of prairie, but more wooded than in our journey of Tuesday. We crossed to-day, at Lafayette, the Wabash, which we had crossed previously at Vincennes, and here, as there, it is a very noble river. This must end my journal for the present.