I have not tried any of these, but the Italian meat sandwich (a sub, not bread slices) has loads of wet vegetable inside on top of the meat, and its juice to soak it through. Then the deep dish pizza, totally full of richness - wow.
The Chicago hot dog has mustard, relish, onions, tomatoes and sport peppers, and is served on a poppy seed bun. the Horseshoe is a large open sandwich with hamburger patty, french fries and cheese sauce on top. Note: all famous Chicagan dishes seem thousands and thousands of calories.