This picture was taken in 1903, and shows a group of prisoners working in a field. They don't appear to be chained together, but perhaps there are guards nearby but not in the picture.
In the comments the last few days a few people had wondered if there were still chain gangs. I don't know of any in the sense of convicts chained together working on a road, but in Texas they do send prisoners out on work detail. They don't wear striped clothes any more, but have very bright orange jumpsuits. You see them out cleaning the sides of the highways. Here in Texas, you can even have them send a prison work crew out to do work on your private property. Say you have some land you want cleared, you can have them send a work detail over, and they will clear the property for you. If I understand it right, it is completely voluntary . . . a prisoner could sit in jail, or go out and work on the work detail. If you have them come out, I don't think it costs much, you feed them, and pay for the gas to get them out to you. If it were me, I would rather be out on a work detail than sitting in jail.