The Cubs have been to the post-season several times along with the White Sox. The Bears have appeared in two Super Bowls in the past 22 years.
Contrast that with, say, Seattle: 1979 Sonics NBA champs. 2006 Seahawks Super Bowl loser. How about Philadelphia? Hmnnn...1983 NBA champs...1980 Phillies...1980 and 2005 Super Bowl loser...that's about it recently.
Things could be worse, Sioux-cia. I'd argue that since 1985, Chicago's probably won more sports titles than any other city in the US. That 8 is tough to beat.