There are differences, but as a Chicagoan, I feel more of a kinship with NYC'ers than I do people from large Sun Belt cities. I think it's because my family came to the US via NYC though Ellis Island and were part of the huge wave of immigrants from Europe that came to the US looking for a better life. People of my ethnic group tended to wind up in NYC, Chicago and the Pittsburgh area. So as far as the ethnic flair, these 2 cities are similar. I read so many posts on this site of people in the South or Southwest looking for ethnic food and am amazed how many suggest Publix, Walmart, etc. Or someone is looking for a particular church and there isn't one or there's 1 that's 50 miles away. In this way, NYC and Chicago are similar. No matter what your ethnic background is, you can rub elbows with others and be an American without losing your heritage.