Save Big with Chicago Flights. Get $20 Off. Cheap Flights to Chicago - It is also famous for Chicago-style hot dogs, Chicago-style pizza and jazz music. The city is very food-centric but it isn't all about hot dogs and pizzas. Chicago is known as 'The Windy City' because of the pleasant winds caused by Lake Michigan. The gigantic city is also home to miles of serene beaches like Oakwood Beach, Montrose Beach and North Avenue Beach. From being a home to the second tallest building in the U.S. to having one of the best orchestras in the world, the city has something for everyone. The most popular attractions in the city include Millennium Park, Navy Pier, Shedd Aquarium, The Field Museum, Skydeck Chicago and Lincoln Park Zoo.