It's happened to me and I've seen it happen to others. Red Winged Blackbirds are very protective of their nests. Certain colors of hats and shirts seem to really set them off and they also - quite sneakily - sometimes attack from behind you.
There's been a pair by the Shedd (I don't know if it is the same pair each year) that are particularly territorial and protective. I think that's what prompted these signs.