The era of great Hollywood musicals comes back to town on Boxing Day 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.