Chicago is a real city in the state of Illinois, the home of the Bundys and the Rhoades/D'Arcys, and called "The Windy City", for its powerful winds, and long-winded politicians. It is also seen as politically corrupt.
After a series of wars with the local Native Americans, Chicago was founded in 1833, near a portage between the Great Lakes and the Mississippi River Watershed. The city became a major transportation and telecommunications hub in North America today. The city retains its status as a major hub, both for industry and infrastructure, with its O'Hare International Airport as the second busiest airport in the world.
In modern times, the city has taken on an additional dimension as a center for business and finance and is listed as one of the world's top ten Global Finance Structures. Chicago is a stronghold of the Democratic Party and has been home to influential politicians, including the former President of the United States from 2008 to 2016, Barrack Obama. The World Cities Study Group at Loughbrough University rated Chicago as an "Alpha World City."
Although the show does take place in Chicago, none of the episodes were actually filmed there. The majority of episodes were filmed in Los Angeles, California at ABC Television Center for seasons 1 and 2, Sunset Gower Studios from seasons 3 through 8 and finally Sony Picture Studios from season 9 onward. Though some smaller segments were filmed outside of the studio in other parts of Los Angeles, such as the softball game at the end of "The Unnatural", the beach scene in "Route 666 (Part 2)" and Al and Steve's driving fantasy in "Have You Driven a Ford Lately?".
The notable filming exception is "The England Show Trilogy", which was filmed in and around London, England.
Although filmed in Los Angeles, there are various references to Chicago on the show:
- The exterior of the Bundy residence depicted in the beginning credits and in several episodes such as "Nightmare on Al's Street" is a real house located in a residential suburb in Deerfield, Illinois, 25 miles north of Chicago. It is a private residence, but it is often visited by fans of the show who take pictures from the sidewalk or across the street.
- The water fountain that is shown during the opening credits and the ending of "A Dump of My Own" is a real Chicago landmark known as Buckingham Fountain located at Grant Park.
- The overhead shot of a station wagon coming onto the freeway, followed by another shot of the freeway next to a marina and the Chicago skyline are real locations.
- These shots were originally used for the 1982 film, National Lampoon's Vacation.
- Memorabilia for the Chicago Bulls basketball team can be seen various episodes.
- In "Nightmare on Al's Street", Peggy reveals that Al has been banned from Wrigley Field by the Chicago Cubs after he interfered and cost the team a chance to go to the World Series. Al and the rest of NO MA'AM are arrested after trying to break into Wrigley Field in "A Man for No Seasons".
- Chicago Cubs shortstop Ernie Banks is mentioned by name in several episodes before making a guest appearance in "Dances with Weezie"
- Al mentions that family might have to live under the "L", referring to the Chicago rapid transit line, if Peggy and the kids keep shopping at the Lakeside Mall in You Better Watch Out.
- The Sears Tower (now known as The Willis Tower) is mentioned several times.