So that's what was going on
The building where I work is situated right between the Davis El and Metra stops, and I live two blocks from the Dempster El stop. When we left work yesterday we noticed a number of helicopters flying around the area (and if you've been here, you know that Evanston is maddeningly far from the interstate, so I knew it wasn't the usual Shadow Traffic brigade). Once home, I could still see them hovering in the south. Turns out there was a bomb threat on the Purple Line.