First detailed in Chicago by Night, the city served as the signature city not only for Vampire: The Masquerade but for the rest of the World of Darkness to follow. Chicago was also the setting of the first crossover chronicle: Under a Blood Red Moon, a Werewolf/Vampire story that played off of Chicago by Night. Almost a decade later, Chicago served as the nexus for another major crossover in another medium when it was used as the setting of the Year of the Scarab Trilogy.
Vampire and Werewolf
Vampires have haunted Chicago since before the city even existed: in the 17th century, the vampire "Pale Wolf" (actually the Brujah Methuselah Menele) took refuge in the region during his flight from his nemesis, the treacherous Toreador Helena. The two ancients fought, and both were forced into torpor; Menele was hidden by his Native American childe and ghouls with the assistance of the Uktena, and Helena was secreted away by her own ghoul, Prias. Each of the slumbering Methuselahs used their influence over their respective broods (via the blood bond and mental Disciplines) to manipulate the development of the settlement that became Chicago. Menele took the advantage initially, as he was able to instill his clanmate (and pawn) Maxwell as the city's first Prince. Despite that victory, the two sleeping ancients continued to battle via proxies, particularly the city's primogen. Helena won a major victory when the Great Chicago Fire broke out: her catspaw Lodin was able to force Maxwell out, take the office of prince for himself, and install his childer in positions of influence across the city. Lodin's domain eventually encompassed Gary, Indiana, and had tendrils in Milwaukee.
In 1991, Helena awoke from torpor in her crypt beneath the Succubus Club, and began actively searching for Menele's haven. In 1993, local packs of Sabbat and Black Spiral Dancers forged a temporarily alliance to turn their mutual enemies (the Camarilla and the Garou) against one another. The Spirals attacked the Succubus Club, killing several Kindred and forcing Lodin to declare a blood hunt against all Lupines; while the Garou were thus distracted, the Dancers conquered the Garou caern located inside the city. The Garou reacted by making several direct attacks against the city's Leeches while searching for a way to free their caern before the Spirals corrupted it. The Sabbat used the chaos that followed to raid the city, slaying many Kindred themselves. The "Chicago War" that ensued resulted in the deaths of more than a third of the city's Kindred, including Prince Lodin himself. In the political vacuum that followed, Helena took a more active hand in the city's affairs from her haven in the Succubus Club, and blood bound at least two members of the primogen to herself.
Around late 2010 Kevin Jackson became the new Prince of Chicago after he demanded the Primogen call for a new Prince. The Council did not oppose his ascent to praxis, toppling the unsteady Joseph Peterson from his paper reign.
Mage: The Ascension
Several Chicago chantries are described in The Book of Chantries, including the Sepulcher (a hideout of the Hollow Ones) and the Household of the Jade Demon, lair of the Jade Demon, a renegade Nephandus. There's a Hermetic museum chantry on Erie Street in Chicago’s Gallery district. The Ghastly Gothic Grapevine is a rumor mill and divination tool of the Chicago Hollowers.
Hunter: The Reckoning
A number of the imbued signature characters hail from Chicago or are still active hunters there. Several hunters, notable Guadalupe Droin, encountered the Risen wraith Dennis Maxwell, who had been a denizen of the Windy City in life. Debbie Winston lived in Chicago, and both she and Cop90 were killed by the same rot there.
Year of the Scarab
A cell of imbued encountered "Dennis Maxwell", who they learned was actually the Spectre Maxwell Carpenter. One hunter, Thea Ghandour, was drawn into an investigation to her family ties with the Orthodox Temple of Akhenaton, and in doing so came into contact with the mummy Ankhotep, now Reborn in the body of Nicholas Sforza. The hunters briefly allied with Carpenter against a mutual foe, but ultimately were forced to ally with Ankhotep (and, for a time, the Kindred archaeologist Beckett) against Carpenter.