We did, in fact, break the snowfall record for February:
February 2011 will go down as the snowiest February in Chicago's 126 years of recorded weather history. One inch of snow fell overnight at O'Hare Airport, Chicago's official reporting station, pushing the monthly snowfall total to 726 mm. This surpasses the old record of 706 mm, established in 1896.
OK, maybe we didn't break the record, but the record, she is a-broken.