"Windy city" is a nickname for Chicago, a city in the United States. It doesn't mean that the city is always windy, but refers to the politicians who were "full of hot air" or talked a lot without saying much in the past. Full definition
It was terribly cold, windy, and rainy today, and it was a reminder how windy this city really can be in the colder months. (fashionloveletters.com)
The past weekend I was in windy city Chicago. (songofstyle.com)
Steven Spielberg's film is an ode to an era when newspapers — with their crotchety reporters and editors, connected and well - heeled owners, democratic values, and broadsheet features — were a literal part of the social fabric, lining parlor couches and billowing through windy city streets. (slantmagazine.com)