About the location (from Wiki):
This bridge connects the iconic Periyar Bus Stand to Ellis Nagar, apart from connecting the bus stand to the Arasaradi area of Madurai via the Western Entrance of the Madurai Railway Station. Prior to this bridge being built, drivers had to take a roundabout way to get to Ellis Nagar from this side of the town. This bridge has greatly eased the traffic congestion that was caused by the earlier bridge that was too narrow for comfort for drivers & pedestrians alike. The first leg of the bridge connecting the bus stand and the West entrance of the railway station was opened in May 2008 while the 2nd leg connecting the bus stand and Ellis Nagar was opened in late 2009. There is also an entrance from within the periyar bus stand that leads into this bridge.

Movies shot at this location:
Scene where Dhanush tries to see the heroine for the first time from Aadukalam