@Poohead189 - One of the best books about Chicago that I've read is
Devil in the White City, by Erik Larson. It chronicles the 1893 World's Columbian Exhibition, an event that still informs quite a lot about Chicago
to this day, and the monstrous man who made the World's Fair his hunting ground as America's first widely-known serial killer. While the story concerns itself with things that happened over a century ago, you still get an amazing view of how Chicago operates that is directly applicable to today.
I should point out that
Devil in the White City is pure nonfiction; everything in there actually happened and the book is a chronicle of real events and real people. That the story rather reads like urban supernatural horror is part of what makes it so terrifying.