For all things Chicago, visit the wide-ranging Chicago History Museum. Located a few blocks from the lakeshore, the museum has been in the same location (in various permutations) since the Chicago fire in the 1870s. Displays range from the early history of the city, social unrest, jazz, sports, architecture, the fire and more. At least two galleries feature special exhibits and there is a excellent shop and cafe.

Chicago History Museum
1601 North Clark Street
Chicago, Illinois 60614-6038