"What have you seen in Chicago?"
Harry asked me what I   had seen in Chicago.

"Did you go to the Art Institute of Chicago?"
He asked me if I   had gone to the Art Institue of Chicago.

"I know that it was one of the most famous museums in the US."
She said that she   knew that it   was one of the most famous museums in the US."

"You have created a monster!"
She told me that I   had created a monster.

"I had been wondering about the price of the work."
Georgia said that she   had been wondering about the price of the work.