I heard this on "The Rest of the Story" by Paul Harvey (actually Paul, Jr. on this episode) yesterday.....

Many moons ago, before the white man came, the "Fox" tribe lived in what is today northern Wisconsin. (side note, he gave the proper name, which can't recall nor spell, but noted that they later were mistakenly known as "Fox" but they were part of the Algonquin (sp?) nation.)  One year hunting grew poor and a hunting party of braves headed south to look for game.  They travelled many days and finally came to a swampy, overgrown area.  As they approached a dense thicket, they heard rustling inside.  They approached slowly until a large black and white beast broke from the thicket and ran away from them.  A couple of the braves quickly fired arrows at the beast and it fell dead.  They came to its resting place and found that they had slaughtered a giant skunk, as large as a deer.

Well, the skunk, as skunks do, released its odor and the place grew foul with the stench.  The skunk was so large, and its smell so foul, that the area continued to smell ever after that time.  That area is now known by their name for "place of the skunk"....CHICAGO !!!