Yes, he did visit Chicago. While there he stayed at the Palmer House Hotel. During this visit, he also had one of his only brushes with any kind of gossip or scandal when he visited the Everleigh Club, a brothel. Ada and Minna Everleigh (their real last name was Lester) opened the brothel with a $35,000 inheritance. The Everleigh club boasted rich furnishings, world-class artwork, luxurious accommodations, succulent meals, and of course, beautiful young ladies. At a time when the average working man made no more than $10 a week, one could easily spend $200 for one night at the Everleigh with the $10 admission fee, $50 for dinner, $12 for a bottle of wine—and the fee (averaging about $50) for the evening’s female companionship. Members of the city's elite frequently dined (and probably more
) there. Rumors has it that Prince Henry, while dining at the club, was the first to drink champagne from a young lady’s slipper, creating the fad. In October 1911, under pressure from reformers, Mayor Carter Harrison II closed down the Everleigh Club for good.
There is some film footage of Henry in Chicago visiting Lincoln's Monument.
