The era of great Hollywood musicals came back to town last night with Chicago. Fifty years ago, in its heyday at MGM, it might have been done as well, though not with the full morality-busting amplification of this film. But for half that time, screen musicals have hardly been done at all save for the serendipitous Moulin Rouge. Chicago sets that right. It's a custom-tailored, all-of-a-piece, great bit of entertainment. It's rowdy, sassy, brash, brassy and raunchy, a burlesque of Twenties America that stars three performers who'd never be my first choice for all-singin', all-dancin' roles.