"Excuse me, but you dropped this."
"Smokers are jokers!"
"Keep Chicago beautiful!"
"Are you serious?"
Instead I did nothing because I was in a hurry, plus I figured he littered right near the Magnificent Mile, which gets cleaned instantly, but if the guy had done it near my house, which is a trash-magnet, boy howdy was he in for it (and then, probably I would be too, since everyone loves a pushy neat freak).