Do Burlesque Shows Still Exist?
Very much so. The confusion comes from expecting modern burlesque to look exactly like a mid-century nightclub.
Quick answer: yes. Burlesque is an active contemporary performance form with shows, festivals, touring artists and local scenes in many cities.
What changed is the venue model
You may not find a permanent venue with “BURLESQUE” written above the door. Modern productions often appear inside cabarets, theaters, bars, supper clubs and temporary or recurring nightlife events.
Modern burlesque is broader than nostalgia
Classic glamour remains part of the form, but contemporary burlesque also includes comedy, drag influence, circus, dance, political satire, neo-burlesque and highly personal performance styles.
For where it happens, read Where Do Burlesque Dancers Perform?. For Chicago specifically, use Burlesque Shows in Chicago.