We came to you big city, from our little country town And every step he takes with you is down And you're as cold and heartless, as your chilling winds that blow Before you freeze his heart, please let him go Windy City, you're haunting my baby With your bright lights and your avenues so wild Windy City, turn loose of my baby And if you don't give him back, I'll lose my mind ♪ At night I walk your sidewalks, and look in every bar I love him even though he's gone too far Your swinging doors stay open, just to keep him from my side And I'm on your lonely streets again tonight Windy City, you're haunting my baby With your bright lights and your avenues so wild Windy City, turn loose of my baby And if you don't give him back, I'll lose my mind If you don't give him back, I'll lose my mind