I've never been to Chicago, which is kind of odd considering I've set two novels there. Immersing myself in the city to effectively fake it consisted of reading a lot of travel guides and talking to people who had actually spent some time there. It worked well enough, I suppose, considering I had people comment on details I got so right they were certain I'd spent a great deal of time in the Windy City.

Then one person asked me about a particular scene in a book, and inquired how I knew that t...