This is part 1 of three videos of the incident that were posted to youtube:

This is a major intersection in the financial district of Chicago. We didn't see what was going on until the two men were being arrested. The three small children were put back in the vehicle and the cops moved it out of the intersection. The kids were absolutely freaking out with fear, and were barely dressed. Apparently the woman had been arrested first but my officemates and I missed both the dancing and her arrest. It was terribly sad to see that these three kids were going off to who knows where to become part of the system. I can only hope they had relatives who could claim them.

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I've been trying to figure out what their purpose was (social statement? wanting to be arrested?), but when I see the kids out in 40-degree weather in such a state of undress, I keep coming back to the pipe. There is no way they could have thought they wouldn't get at least tickets for blocking traffic and endangering kids on top of the car like that. Unless they weren't thinking clearly. So I keep coming back to that... Ugh. Sad.

To be crass, the guy in the red t-shirt had a banging body.

ETA: Part 2 and Part 3 of the video.
E again TA: I just realized there were four kids, not three. And although they look pretty bundled in the videos, one of the babies had bare feet and when they were back in the car (which is when we saw them from our office), they had very few clothes on and one of the kids was wearing only a diaper. Sorry for the hyperbole on that. Truthfully I didn't watch the videos all that closely because I had witnessed the aftermath firsthand.

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Edited AGAIN: Some witnesses in the Starbuck's downstairs said that the woman was resisting arrest so apparently it went further downhill from there.