Chicago is a city in United States of America.
Dark of the Moon film
When being captured, Carly was taken to Chicago and held captive by Dylan Gould and Laserbeak in the Trump Tower. Megatron told Sentinel to activate the Space Bridge pillars from a building owned by Gould and position them in four turrets on the building.
Once the pillars were set, the Decepticons began to massacre the population of the city, transforming it into a heavily armed fortress that can't be breached, not even the U.S. military offensive can break through their lines.
Sam and Epps' mercenaries managed to infiltrate the city and they were shocked of its state, with bodies and wreckage everywhere. While they were following a railway line, they were attacked by a Decepticon Fighter Craft, killing the surrounding refugees with impunity. Just as it took aim at Sam, it was shot down by Optimus Prime with its pilot killed by the Wreckers. Sam and Bumblebee used the fighter to reach Trump Tower and rescue Carly, killing all of Dylan's bodyguards and Laserbeak in the process.
Later, in order to get a shot at the control pillar with a rocket launcher, Sam, Carly, Epps and his team climbed the Hudson Tower, which was attacked by a squadron of Decepticon fighters and the Driller, causing the top half of the building to lean over on a smaller building. Before the building can be completely demolished, Optimus Prime arrived and killed the Driller.
The battle between the Autobots, NEST and the Decepticons rages throughout the city, causing serious damage to the remaining buildings. Ultimately, the Autobots and NEST were triumphant and the Decepticons were destroyed, liberating Chicago.
Dark of the Moon novel
During the final battle, Sentinel, angered for Megatron inssistence to fight Optimus, threw him off the building he was standing.