Chicago is quite old, and has the unique perspective of growing up twice - we "rebooted" in 1871 after the Great Chicago fire. The city has a wide selection of historians, both professional and amateur, who have been sharing their work on the web for decades. Today on the weekend links - it's the Chicago History edition!
Blogs & Hobbyist History Sites
First, the amateurs. These sites are not professionally designed, some of them have not been updated for years, and in fact one of them has vanished from the web altogether and is only now available through the Internet Archives. Still, if you're looking to learn about the city's history from people with a legitimate passion for it, these guys will not steer you wrong.
Forgotten Chicago - the articles are great, but the forums are the real draw here. Lots of folks talking about recently (or distantly) departed icons of the late 20th century.
Phil O'Keefe's Chicago Tunnel Company Site - This used to be my favorite site for years, but unfortunately it vanished from the web in 2009. Fortunately it's preserved for the most part in the internet archives, and it's the archived version to which I'm linking here. The site discusses the narrow-gauge rail system that runs under the entire downtown area.
Chicagology - Includes the self-described "larged online collection of pre-fire images in the world." Some excellent coverage of Chicago from before 1871, as well as some detailed essays about other pertinent parts of the city's history.
Chicago History Journal - This may sound like the official blog of some cultural institution but it appears to be a personal effort with some very thorough articles on lesser-known people from years gone by.
Uptown Chicago History - Poor Uptown. It's gone from the most trendy neighborhood in Chicago to a district of great concern over the past 75 years. Find out about how it used to be with articles and abundant photos.
Chicago-L.org - Exhaustive discussion of the Chicago public transit system - mostly the trains but some conversation about the buses, too. If you want to learn about the El, the CTA and its predecessors, this is the ultimate site. I'm linking here to the history page but this entire site is worth exploring. I have spent hours here. Possibly entire days.
Chicago Theatre History Project - The rest of this site is of interest, but the page linked here is truly fascinating. It's a series of maps, splitting city's many theatre companies up by the decade in which they started. Very cool.
Midway History - Books and sites about O'Hare are abundant, but its little sister airport Midway gets pretty neglected. This is the companion site to a book about Midway airport and appears to be very detailed.
Professionally-Maintained History Sites
The Encyclopedia of Chicago - a joint effort between the Chicago Historical Society, the Newberry LIbrary and Northwestern University.
Digital Photo Archives of the Chicago Public Library - The Library system houses multiple collections of photos from early Chicago. There's a pretty large collection of them online including shots of individual houses going back to the 1850's. In particular, since they're the neighborhoods immediately surrounding my office, checkout their collections for Lincoln Square and NorthCenter.
History of Chicago Street Names (pdf) - From the Chicago Historical Society. If you're curious as to how your street got its name, you may be able to find it in here.
The Great Chicago Fire and the Web of Memory - Another joint effort between the CHS and Northwestern. Nicely executed presentation on what is arguably the most pivotal event in the history of Chicago. (Although some might say that changing the course of the river, either of the World's Fairs, or the election of Richard J. Daley might also be of equal significance.)