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Chicago

1: Segregation. The black and brown people are all concentrated in the South and West sides, along with most of the violent crime. Despicable and sad.

2: Lack of nature nearby. The city has some nice parks, especially the public lake front, but there isn't any decent camping within a 3 or 4 hour drive.

3: Weather. I've lived here my whole life, and I am becoming less tolerant of the winters as I age.

The traffic is pretty bad too, but I bike commute so I don't really feel that part too much. Finally, and this is a more pernicious problem, but the state's fiscal situation is terrible. It doesn't seem like such an issue now (especially for a fairly affluent white guy like me), but the future will almost certainly include service reductions combined with higher taxes.