I have to differ with Pizzagirl on this a little–but only a little. Due to the warming effect of the Gulf Stream, average daily high and low temperatures are about 4 to 5 degrees warmer in Boston than in Chicago in December, January, and February. That may not sound like much, but it’s a pretty significant difference. There’s a lot of overlap, with winter temperatures in a pretty similar range, but on average, Boston gets a few less very cold winter days and a few more mild winter days. A bigger difference is that Boston has a much wetter climate, especially in winter, so that Boston gets, on average, both more snowfall (44 inches Boston, 37 inches Chicago) and, with winter temperatures more often hovering around the freezing point, more freezing rain. Boston is also more humid, and humid cold feels colder than dry cold at the same temperature; it gives you a chill that’s hard to shake. Let’s not kid ourselves, Chicago winters are no picnic, but for my money, having lived for extended periods in both places, Boston winters are on average worse, with damp chill, freezing rain, and more snow, more than enough to offset slightly higher thermometer readings.
Apart from the winter months, average daily high and low temperatures are almost identical in Boston and Chicago in the spring, summer, and fall, so whoever said winters last 7 months in Chicago had better be prepared to say the same about Boston (though of course it’s not true of either place).
If you go into the interior of the Northeast, away from the influence of the Gulf Stream, winter temperatures are significantly colder than Chicago. In Ithaca (Cornell), Williamstown (Williams) and Amherst (Amherst, Smith, Mt. Holyoke, Hampshire, UMass Amherst), wintertime daily highs are pretty similar to Chicago, but the average daily lows are 3-5 degrees colder than Chicago. And if you go a little north, to Middlebury, VT (Middlebury) or Hanover, NH (Dartmouth), both the highs and the lows are significantly colder than Chicago, with the average winter lows in both Middlebury and Hanover about 8-11 degrees colder than Chicago. Now that’s cold!