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It doesn’t always go smoothly. A skit on Francis Scott Key as a bungling military planner fizzled in Baltimore, where he wrote “The Star-Spangled Banner.” And critics in Boston weren’t impressed by a bit about the Red Sox.

Chicago will present its own challenges. “There’s a fair amount of political fatigue,” Leonard says. “There’s more to Chicago than our corrupt politicians.”

Such as? Daniel Burnham.

Huh? What’s so funny about a visionary who helped create Chicago’s sweeping lakefront?

Leonard pauses for a moment for comic timing, then declares: “I still haven’t found that out.”