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The earliest known reference to the "Windy City" was actually to Green Bay in 1856.

11d 18h ago by lemmy.world/u/Patnou in til from en.wikipedia.org

The name for Chicago was made up for the world's fair exhibition to make it sound like having it in the summer pre-air conditioning would be tolerable.

Having grown up in Chicago, i was always told Chicago was "The Windy City" Not because of weather/breeze, but because the politicians were known for blowing hot air.