This nickname may be in reference to Chicago being the second largest metropolitan area in the United States (next to New York, New York) for most of the 20th century.

Alternatively, the nickname may be the result of the rebuilding of the city of Chicago between the Great Chicago Fire of 1871 and the World's Columbian Exposition of 1893.

Either way, it's a large and interesting Metropolis. This photo shows "downtown" on Lake Michigan. However as a whole, Chicago sprawls far beyond my image.