Reddit reviews Big Bill of Chicago

Big Bill of Chicago is basically a companion volume to Lords of the Levee -- by the same authors and covering the period under mayor Big Bill Thompson. Also rollicking good fun.

For more recent history, see Boss by Mike Royko -- an eviscerating portrait of the Richard Daley administration.

All three of these books, you'll note, are the works of journalists rather than academic historians, which means they're captivating and engaging stories by people who write with a joy and a sharpness you don't typically find among more academic works.

Not a history, but Devil in the White City is an excellent novel set in Chicago at the time of the World's Fair.

As for histories, Distant Corners and Soccer in a Football World constitute the definitive history of the sport in North America.