Chicago "Saturday In the Park". Chicago is an American rock band formed in 1967 in Chicago, Illinois. The self-described "rock and roll band with horns" began as a politically charged, sometimes experimental, rock band and later moved to a predominantly softer sound, becoming famous for producing a number of hit ballads. They had a steady stream of hits throughout the 1970s and 1980s. Second only to The Beach Boys in terms of Billboard singles and albums chart success among American bands.