Songfacts®:

• This bluegrass song was first performed by The Osborne Brothers and featured on their 1972 album Bobby and Sunny. Alison Krauss covered it for her fifth solo album, making it the title track.
• The song deals with the breakdown of a relationship in the glare of Chicago's big city lights. "I like Windy City because she doesn't blame what's happening on him but on the atmosphere of the place. They came from a simple life," Krauss told UK newspaper The Sun.
• Windy City was Krauss' first solo release of new material in almost eighteen years, and comprises ten covers of classic songs that she handpicked with producer Buddy Cannon. Krauss had wanted to work with the legendary producer ever since she recorded her part on "Make the World Go Away" for Jamey Johnson's Living for a Song album in 2012.
• Jamey Johnson contributed background vocals along with Suzanne Cox of The Cox Family. The Cox Family is an American bluegrass music group whose 1994 collaboration with Krauss (I Know Who Holds Tomorrow) won the 1995 Grammy Award for Best Southern, Country or Bluegrass Gospel Album. According to Krauss "Windy City" was the first song she ever heard the Cox Family sing together when she met them.
• "Windy City" is the most widely recognized nickname of the city of Chicago. First recorded in 1876, the earliest known references to the nickname are ambiguous as to whether they allude to its meteorological characteristics or to its blustering self-confidence.
  
  The term "Windy City" came into common usage when it was popularized by New York City editor, Charles Dana, in The Sun during the bidding for the 1893 Chicago Colombian Exposition. Dana was displeased that the "Windy City" won the Exposition.