They couldn't persuade the president to twist some arms for his adopted hometown's Olympic bid, settling for the first lady instead. They don't have their own special Olympic plane like the Spaniards, and no king to bring along for the ride to Copenhagen.
The French are against them, still bitter at having their own Olympics stolen a few years back.
And they can't even bribe the voters anymore, a sport in which Chicagoans excel.
The battle to host the 2016 Olympics was never going to be an easy one, even for the city that works. It was one thing to beat out San Francisco to win the U.S. rights to bid, yet another to try and convince prickly International Olympic Committee voters that an Olympics in the United States is a good thing.
It's too early to take down the Olympic banners just yet. But Chicago's bid to host the 2016 Olympics seems to be sputtering just as the finalists make one last sprint toward the finish line.
The official word is that everything is just fine, and that the 106 IOC members who will decide in just a few weeks which city gets the games aren't easily swayed by presidents, kings, airplanes -- or even wads of $100 bills.
OK, so much for the official word. But it is true that the process is somewhat cleaner than the good old days, when the quickest way to landing an Olympics was depositing plenty of cash and other payola into the pockets of greedy IOC members.
That helped get the United States its last Olympics, the winter games in Salt Lake City remembered best for oppressive security and a figure skating scandal. Before that, we gave the world Atlanta, a joyless affair in a city that didn't seem to really care.
Now Chicago wants its chance. It has a plan everyone seems to like, a time zone that American television networks like and, most recently, a financial guarantee from city leaders that the IOC certainly likes.
What it doesn't have is President Obama, who told city leaders the other day that he is too busy with his health care plan to travel to Denmark for the vote next month. Taking his place will be his wife, a native Chicagoan who might be able to charm a few votes for her city.
But this will be a difficult battle, waged against three cities that are bringing everything they have to the table. Brazil's president will be there on behalf of the Rio de Janeiro bid. Japan's prime minister and crown prince have been invited for Tokyo, and Spain will bring its king on a specially painted plane to lobby on behalf of Madrid.
IOC president Jacques Rogge believes the winner could be decided by one or two votes.
Not many of the scenarios favor Chicago, though. There are only two American members of the IOC -- the same amount Morocco has -- and the U.S. doesn't have the built-in voting blocs enjoyed by the other cities.
There was a suggestion the other day that Oprah get involved on behalf of her city to save the Chicago bid.
That might be the best plan yet. She could give them all new cars, just like the old days.
And Chicago could have itself an Olympics.