The Devil in the White City: Murder, Magic, and Madness at the Fair that Changed America , by Erik Larson.
Halfway through.
Alternately fascinating and horrifying. Explains a lot, too...
The Gambler King of Clark Street: Michael C. McDonald and the Rise of Chicago's Democratic Machine
The Cook County, Chicago Democratic Machine was founded by a crook, pimp, gambler, murderer and thug. Surprised?