The area now including Millennium and Grant Parks actually didn't really exist prior to the Chicago Fire of 1871. As a result of that catastrophe, landfill and trash were dumped at what was then the lakefront creating more shore, and creating a landfill area that would become these parks. By 1890, here's what the area looked like.
By the mid-20th century, though, the area had been overrun by railroads, parking lots, and poor planning. Come the mid-1980s, things were looking a little better, but what's today Millennium Park was still pretty much just a railroad yard.