Chicago O’Hare International Airport: A rental car is the actually useful transfer: roughly 50–90 minutes depending on Chicago-area traffic. Without a car, take CTA Blue Line to downtown Chicago, walk to Ogilvie Transportation Center, then Metra UP-N to Zion; allow about 2½–3 hours total and roughly $10–15 in transit fares. Do not pay for an airport-to-Zion taxi unless cost is irrelevant.
Milwaukee Mitchell International Airport: Renting a car or arranging a rideshare is simplest: Zion is roughly 45–70 minutes south, traffic permitting. Public transport is possible only as an awkward combination of airport bus/rail into Milwaukee, Amtrak or local connections, and then a ride from the Wisconsin side; it is not a practical arrival strategy for most visitors.
Zion Metra station: Zion is on Metra’s Union Pacific North line, with trains to and from Chicago’s Ogilvie Transportation Center. From central Chicago, expect about 1½ hours on the train; fare is roughly $7–10 one way under Metra’s zone-based pricing. The station is useful for reaching Zion’s older center, but not for efficiently reaching the beach, state park, or marina without a bike or ride.