The origins of the Chicago Fizz are quite murky. We will assume it was invented in Chicago, but we don't know by whom. It doesn't appear in any of the old bar books I have, but I did find a reference to it at the Waldorf Astoria bar in New York City. What we know more about is what this drink was used for--a handover cure. The bubbles from the soda water were supposed to clear your head while hydrating you while the egg (long ago they might have used the yolk, too) provided some body, texture, and vitamins. And if that didn't do the trick, there is always the rum and port for the hair of the dog affect. If you're really ruined the day after and don't think you can take the dark rum, use white rum.