The building I grew up in (A 1906 six-flat) had them, but at some point after conversion (in 1955, to co-op) the old mailboxes were replaced and the speaking tubes, which still worked, were sealed up. Some of them were chopped off and capped, but we still had ours in the hall by (right next to, in fact) the push button for the door release downstairs.
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Forgotten Chicago Sightings