There's a time and a place to tie an object to your head and practice uninterrupted prayer, and apparently public transport during the day apparently ain't it. Unbeknown to the passengers on the Chicago train, their fellow commuter was a Jewish man who was simply trying to carry out his morning ritual and it freaked everyone one out and they accused him of being a potential terrorist. Bit embarrassing, really.
Admittedly, it's not every day you get to see a tefillin.
Hey, look on the bright side, it's not just Arabs being accused of looking dodgy on public transport!