Not at all. The film "Chicago" is adapted from the stage musical of the same name. It's about two female criminals in 1920s Chicago.
Al Capone and John Dillinger
You can find pictures of 1920s Chicago Police uniforms at - Photographs from the Chicago Daily News: 1902-1933, Chicago Historical Society at: http://memory.loc.gov/ammem/ndlpcoop/ichihtml/ enter the search words: police uniform
It was known as the mafia, but was also called the Chicago Outfit, Capone's mafia, and the Capone family mafia.
From late 1865 until the 1920s, Chicago became renowned for its array of stockyards that collected and slaughtered livestock
That was Route 66 which technically no longer exists.
The Decatur Staleys became the Chicago Staleys in 1921 and were renamed the Chicago Bears when George Halas bought the right to the club in 1921.
In the US it was baseball.