Heres the drill:

You're in Chicago, at work 21 miles from home ( 33.5 km). Your first and second choices for transportation are unavailable. How do you get home?

For advanced students, its winter, during a blizzard and you've lost your wallet.

Go.

Guess I'll have to swim back to the Netherlands since the plane and boat are unavailable... <img src="/images/graemlins/tongue.gif" alt="" />

SWIM? SWIM? Build a raft my child, or a 747 out of duct tape and paracord.... <img src="/images/graemlins/tongue.gif" alt="" /> <img src="/images/graemlins/grin.gif" alt="" />

21 miles, huh?
Tell work, as I'm leaving, that I won't be in tomorrow, take a week off, claim I got lost walking home <img src="/images/graemlins/smile.gif" alt="" />

Ok, now the serious answer; depending on the time, I may actually attempt the walk. In a blizzard, nope. Find a YMCA, or a bus/train station, and hole up till the AM. Without a wallet, in the cold, you just gotta suffer through the night. Besides, it'll make for a great story when you go back to work.
In a week <img src="/images/graemlins/wink.gif" alt="" />

I was in the NYC blackout in 2003. Staying at the office overnight wasn't so bad, since I was prepared with food, crank radio etc.

If you HAVE to get home and have done your homework, you will know where the public shelters (usually schools, YMCAs etc.) are located. Break the 21 mile trip into short trips from shelter to shelter where you can rest, warm up and get a bite of grub.

If know NYC has a great emergency preparedness website that shows where the hurricane impact zones, escape routs, emergency shelters are. Anyone in a large urban area would be wise to make a copy of your city's info and put it in your BOB.

IF the blizzard is so bad it is shuting down transportation, i would stay at work. Using the emergancy money in my locker to put in some more food. And stay where i am, oh and bill them for extra hours i am there.

I'd be holing up are my office where I have a stash of emergency supplies (I have a well stocked BOB locked in a file drawer in my current office, with >>>), and extra cash, ATM card, and Credit card. Extra winter clothes and a toilet kit are on the coat coat hooks in a corner of my office. [Besides my stocked Yukon is less than 100 feet from the building! <img src="/images/graemlins/smile.gif" alt="" />.] People know where I am, I know the area. Hunker down and wait till transportation is available, or someone can get to me.
Walking 21 miles in cold Chicago temps and a blizzard is far harder than walking 21 miles on a warm spring day.

Not making light of your scenario, but I have been in Chicago in the winter, and I ain't going back again, never ever...

1st choice: Car
2nd choice: Bus

Choices:
Subway: Depends on where you live and if a terminal is near you.
Cab: Unless this counts as a car.
Walk: If you walk at a hurry, 4 mph, you can get home in about 6 hours.
Bum a ride from a neighbor or co-worker.
Go to a resturant that delivers and order some food to get delivered at your house and bum a ride with the driver for an extra tip.

But if you don't have to get home stay at work or get a hotel room.

Advanced:

Call the police to pick you up because they can't let you freeze to death in the cold.

"...Go to a resturant that delivers and order some food to get delivered at your house and bum a ride with the driver for an extra tip..."

Now THAT is an intersting idea. I suspect that most places would have a "no riders" policy, but it would be worth trying.

Re calling the police, I can just about guarantee you that all they might do would be to take you to a "place of safety," like an all night diner or something. They would politely (maybe) inform you that they are not a taxi...