The wind when it comes off the lake in Chicago is brutal. Don't care what you are wearing, it's freakin cold. Sub zero with 30+ mile an hour winds with moisture from the lake...oh how I hate winters here.

But funny you say it's worse then Munich as I always picture the winters there as harsh. Never been, but it's what I had always pictured for some reason. Sure it's the documentaries talking about how cold it was during the winters for WW1 and 2 that got it in my head.