Here is an example from a TV series that operates a lot like Chicago with musical numbers emanating mostly from the protagonist’s mind. The writers ground this number in Rebecca’s point-of-view by explaining she feels like Dorothy stepping into Oz.

The number’s comedy and magic are generated from the contrast. West Covina is NOT Oz. Think: Gene Kelly happily dancing and splashing around in bad weather. Contrast between feeling and setting can really lift a number.

Note: Lyrics are CAPITALIZED and italicized.