No one born in Chicago ever thinks of him or herself as anything other than a Chicagoan. I've lived in Los Angeles for twenty years, but I'll never be a Los Angeleno. Never.
Chicago's pull, I suspect, is the simultaneity of its pigeon-gray grittiness and its sneak-attack grandeur. It didn't happen by accident. For one, the entire lakefront is public. The waves crash almost at the feet of the skyscrapers, except there are parks and beaches every foot of the way.
For another, the city has cherished architecture, preserving the old and inspiring the new. But most of all, Chicago seems to have learned balance from its extreme winters and summers: industry and art, commerce and culture, finance and sports.
California people think I'm joking when I say that I find Chicago's winters bracing. Chicago people know that I mean it. .