This passage is from the Illinois Supreme Court's recent opinion in People v. Stevens, 2014 IL 116300:
"R.G. stated that on that day, she left work about 9 p.m. and was on the “L” train platform when a man approached her from behind, pointed something hard and sharp in her back and told her to go with him."
It seems obvious to me that the proper nickname for the "elevated train" should be the "el train." Apparently I'm wrong.
Come to find out, this controversy is worthy of its own Wikipedia section. The Chicago Tribune Stylebook has officially adopted "L" as the formal informal designation of the elevated train. This terminology dates back more than 120 years, according to the CTA. The Stylebook explicitly disapproves using "el" train.
Maybe there are good reasons for this. If "el" train were used in a Spanish-language newspaper, it would come out as "the The train."
But, on the other hand, those who remember the restaurant scene in A Christmas Story know that "L" train would come out as " 'R' train" in Mandarin-language newspapers.