A day in the skies over the Windy City is filled with surprises. Just after dawn, the "Legends of the Lake" – twin sisters Jennie and Julia Papilli – follow a ritual they began in 1946, swimming two miles in chilly Lake Michigan. Chicago is a city of skyscrapers, and while some visitors test the heights in glass observation boxes jutting out from the Willis Tower, others head to the 94th floor of the John Hancock Center for a ride that tilts an entire window and floor out over the sidewalk 1,000 feet below. One rooftop serves as a training ground for Chicago's firefighters, while another is an exercise yard for inmates. Connecting it all is the city's rusty iron heart, its iconic "L" train.