Places of Interest in Chicago, Illinois - Windy City is a collection of modern art, fine dining, cutting edge comedy, and sports fan. Snap photos of your reflection in the silver Cloud Gate sculpture in Millennium Park before heading to Grant Park to get hit with a refreshing spray Buckingham Fountain. There are dozens of museums and the theater company in Chicago, so the cultural experience is never hard to find. You are sure to be able to laugh at the Second City Theatre, a professional grounding and many famous comedians.