Both New York City and Chicago are known for their skyscraper canyons in their central business districts, usually commercial buildings but sometimes residential highrises as well, such as the cliffs along lake shore drive in Chicago or on the UES and UWS sides of Manhattan.
What New York City has that Chicago doesn't have is canyons and block long walls of five-seven story residential buildings. I found these photos on NYgirl's NYC thread and the density in some of them blew me away and it demonstrates what I am talking about.
The South Bronx:
Brooklyn looks rather tame compared to the South Bronx but it still has the wall effect, no spaces between buildings, many blocks don't even have trees and even those that do there are no tree lawn strip, just a tree in the middle of the sidewalk.
I should post some Chicago pictures as a comparison or maybe someone else can. The point is that even Chicago's densest non highrise residential neighborhoods don't look like that. There are alleys, gangways, treelawns, etc. Also in Chicago non-highrise residential buildings are typically three-four stories tall unlike the five-seven very common in New York City and unlike there very rarely in Chicago is there a block long row of identically scaled buildings. In Chicago there are more ecclectic mixes of buildings even on commercial streets like four plus ones, two or three stories of apartments above shops, a one or two story old worker's cottage, one story car repair shop, then four story building with residences above shop again, etc all on one block. Solid block long walls of townhouses or attached five story tenements are a NYC phenomenon not a Chicago one, something like Alta Vista Terrace (block of row houses) here is an exception. Don't get me wrong I love New York City architecture but going simply block by block there is usually more building scale diversity in Chicago, not saying one is better than the other just different. NYC is a city of walls of attached buildings and low-mid rise canyons, Chicago really isn't, we are more of a bungalow and two flat kind of city and that is another reason the density here is less than half of NYC's.