Chicago Nicknames (from wikipedia)

"The Windy City" — It is often said—erroneously—that this nickname was first used by Charles Anderson Dana, editor of the New York Sun, in 1890 in reference to the city's claims for the World Columbian Exposition. Barry Popik and others, however, have found numerous earlier references to the "Windy City." Earlier attestations are found in the Cleveland Gazette dated September 19, 1885 and the Cincinnati Enquirer dated February 12, 1877 (pg. 5, col. 2); undoubtedly other antedatings will emerge. Some continue to believe that the name may indicate the summer breezes as is described at Weather Doctor's Weather History, but early evidence does not support this theory. 19th-century citations reveal that the nickname arose in connection with (1) the longwindedness of politicians, both residents and those visiting for political conventions; and (2) the city's many boosters who commended the western metropolis to the world's attention. (The complete article on the nickname from the University of Chicago Press's Encyclopedia of Chicago (2004) is available here.) Further explanation of the various origins can be found at Windy City, Origin of Name (Chicago). However, the breeziness of the city's weather helps reinforce the nickname. In Chicago, this nickname has become a signifier for businesses and organizations that are gay-owned or gay-friendly—for example, the Windy City Times is one of the city's two main gay community newspapers, and the Windy City Cycling Club draws most of its members from the gay community.
"Second City" — So called because it was, for many years, the second-largest city in the United States, after New York City (Chicago has since been passed by Los Angeles), and also because of its rebirth after the Great Chicago Fire of 1871. The term was originated in an article by A.J. Liebling that appeared in The New Yorker. The improvisational comedy troupe The Second City, based in Chicago, took its name from this article as well.
"Beirut by the Lake" — From a Wall Street Journal article during the Council Wars of the 1980's
"Chicago Works Together" — Developed by Burson-Marsteller, a public relations firm, and used on official stationery during the 1980s.
Chicagoland — A term for the city together with its surrounding suburbs, coined by the Chicago Tribune in the early 1900s. Correctly, the term encompasses the city and the nine counties around it; however, it is often mistakenly used to mean only the suburbs or in redundant phrases like "greater Chicagoland area."
"Chi-town" or simply "Chitown" — Pronunciation of this nickname can vary from /tʃɪ.tæʊn/ to /ˈʃaɪ.tæʊn/ to /ˈtʃi.tæʊn/. (An ironic homophone to "shy-town".)
"The Chi" — Used by many popular rap musicians from the area, such as Kanye West and Common. (pronounced "the shy" much like "Chi-town.")
"The Chill or Chi Ill" — Also used by rap musicians from the area (Chill as in Chicago Illinois).
"City by the Lake" — Used in the Smashing Pumpkins' song "Tonight, Tonight."
"City of the Big Shoulders" — From "Chicago," a poem by Carl Sandburg.
"City of the Century."
"The 312" — The onetime area code for Chicago and surrounding communities, which now applies only to the Loop and several immediately surrounding neighborhoods. Many rap artists refer to Chicago by this name, and many pro sports players from the Chicago area use 312 to signify their hometown. Dwyane Wade is an example: A small triangle on his shoes contains the numbers 312 in reference to his birthplace.
"City on the Make" — From "Chicago, City on the Make" (1951), a prose poem by Nelson Algren.
"The City That Works" — According to Mayor Richard J. Daley.
"City in a Garden" — After the motto on the seal "Urbs in Horto."
"Hog-Butcher to the World" — From "Chicago."
"I Will" City — From the "I Will" Symbol.
"My Kind of Town" — According to the song "My Kind of Town (Chicago Is)" (music by James Van Heusen, words by Sammy Cahn, 1964) popularized by Frank Sinatra. (Originally from the film, Robin and the Seven Hoods, about a fictional popular Chicago gangster).
"Paris on the Prairie" — From the 1909 plan for the City of Chicago created by Daniel Burnham.
"Sweet Home" from the Robert Johnson song Sweet Home Chicago.
"That Toddling Town" — According to the lyrics of the song "Chicago" (music and words by Fred Fisher, 1922) also popularized by Frank Sinatra (as well as Tony Bennett).
"The Big Onion" — an homage to the original Native name for the area (which meant "onion"), in parallel with a popular New York nickname
"Ayreton" — quasi-medieval name used by local members of the Society for Creative Anachronism.