In what city is the United states Naval Academy?

Colorado springs, Colorado

Annapolis, MD

Chicago is actually not even on the list of the top 10 windiest cities in America. According to National Oceanic and Atmospheric Administration the windiest city in the US is Blue Hill...

Washington DC (Distict of Columbia and the reason why it is not a state is because it is a district)

The only city in the US that is not in a state is Washington, D.C.