Chicago

Chicago was a city in the state of Illinois in the United States on Earth. It was home to many gangsters in the 1920s. During that time, the Seventh Doctor and Ace went to Chicago, where they met Al Capone and Tom Dekker. (PROSE: Blood Harvest)

In 1931, the Master lived in Chicago as gangster Duke Dominus, but his plan was unknowingly defeated by the Fourth Doctor. (PROSE: The Duke of Dominoes)

In 1940, Cody McBride left his home town of Chicago for London. (PROSE: Illegal Alien)

In 2006, the First Doctor, Susan Foreman, Ian Chesterton, and Barbara Wright arrived in Chicago in the TARDIS. After the Doctor lost the TARDIS in a bet, the time travellers started a 2,500 mile trip to California in order to retrieve it. After doing so, they returned to Chicago by aeroplane. (PROSE: The Mother Road‎)

Location information

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Though it's possible that a real world location doesn't exist in the same geographic space in the Doctor Who universe, such cases are few and far between. Thus, the map to the right is probably a good indicator of the DWU location of Chicago.