Law enforcement officials told NEWS CENTER partner USA Today that Paddock booked rooms in a Chicago hotel facing the Lollapalooza music festival in August.
The venue attracts almost 100,000 people per day and has musical acts with huge names such as Chance the Rapper, Blink 182 and The Killers.
"The investigation is being led by the folks in Las Vegas, and we're in constant conversation with the fusion center here in MA, which is in constant contact with them", Baker said.
"You can't let terror deter you from enjoying yourself and going about a normal life", Tina Manley said.
Sheriff Lombardo said police believe the "disturbed and dangerous" Paddock planned to survive the shooting and escape, but did not reveal how.
According to TMZ's sources, Paddock never showed up.
Danley told FBI agents Wednesday she had not noticed any changes in his mental state or indications he could become violent, the federal official said.
Officials said they haven't found evidence that Paddock traveled to either Chicago or Boston.
It is unclear if he checked into his rooms or was even in Chicago during the time of the festival.
Sherrif Lombardo said, 'He meticulously planned the worst domestic attack in American history'.
The amount of festivals held near high-rise hotels and office buildings is not exclusive to Las Vegas and Chicago, and includes multiple festivals nationwide.
"There's all kinds of things that surprise us in each one of these events". But Stephen Paddock would ultimately never come, according to the website. "That's the one in this one, and we are not there yet", FBI Deputy Director Andrew McCabe said.
Investigators were looking into the possibility that Paddock planned additional attacks, including a vehicle bombing, a federal law enforcement officials said.