Yes, the underground parking had been retained and Macy's cheerfully validates!
There's a parking garage right next to Macy's in L Street, right before you get to the freeway entrance to I-5 on the right hand side
If you like a little walk, across underpass for foot traffic is the historic district. Otherwise L street.
Downtown stairs
Better park some place else ...many more is available around Macy's across is is better option...
Under the store
There is also underground parking under Macys off L street.
Under ground
L and 4th to the right
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