the chicago windy city is where the man farts a big nasty one in his partner's mouth and said partner proceeds to blow it back in the man's face.
Dan: Yeah dude... I totally gave her the chicago windy city.
Mark: She really blew it back in your face?
Dan: Hell yeah she did.
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A Windy Chicago is when you are receiving a rim job and you fart in the person's face.
My girl friend is very angry that I gave her a windy chicago last night