Originally called the Windy City because the city bragged about the 1893 World Expo that was held there. The term has since come to refer to the strong northern winds that blow off the lake in the winter.
During the time of Prohibition, Chicago was controlled by gangsters, Al Capone being the most notorious. Gangster warfare continued long after this particularly violent period.
Carl Sandburg, in his poem Chicago, called the city the Hog Butcher for the World because of Chicagos heavy involvement in the meat-packing industry.