That was the headline of a Chicago newspaper around which the story of the musical is spun. Chicago is not just a musical to expose semi-naked dancers, rude gestures and language. It is a satire on Western style of life that lures people by values of freedom and humanity, but exposes them to brutality and injustice instead. It is the success story of criminals and liars and the defeat of people who value honesty and decency.
Roxie is the main character of the story. She is a cold blooded murderer who didn’t flinch to cajole her husband to admit the crime. Though that failed, she finally succeeded in court. She was granted a full discharge by the help of a framework of lies including a feigned pregnancy. She became famous even, but only for a short time until a more serious crime attracted public attention.
The short summary is you are famous and celebrated as long as you behave like a criminal, and you are invisible if you remain normal.