Michael Lesy’s “Murder City” is a creepy book. Fascinating, but creepy. Lesy (“Wisconsin Death Trip”) focuses on Windy City murders in the ’20s, a time and place we all think we know: Capone, Leopold and Loeb, “Chicago”—merely drop the city’s name and people start thinking Tommy guns and bathtub gin. Lesy takes his time getting to the notorious gangsters. Most of the perps and victims are people you’ve never heard of: a man who killed his wife because he wanted to go back into the Army, a man who killed two men for a Packard, lots of spurned lovers. They add up—but to what? Something strangely depressing: by 1924, Chicago had a homicide rate 24 percent higher than the national average, and it was choked by a culture compounded by gangsterism, corruption and rat-a-tat-tat headlines. Lesy dissipates the romance of the roaring ’20s before his book is half over, certainly well before we encounter the women who inspired the winking cynicism of “Chicago.” What sticks with you about that story, ironically, is the story of the reporter who got rich writing the first “Chicago,” a 1926 Broadway smash. Maurine Watkins retired to Florida and got religion, and after that she paid a yearly fee to the company that owned the rights to “Chicago” to prevent it from being revived. “She was ashamed she’d turned what [the two women] had done into a comedy,” says Lesy. She had a point.