They arrived early at Daley Plaza wearing their Olympic pride.
"These are my 'O' rings for Obama and Oprah," said Richard Steetman.
Even one member of the original Olympic Dream Team thought it was a done deal.
"I'm feeling very confident now. I think all the mayor and his staff and all the volunteers have done a great job of preparing the city," said Scottie Pippen, Dream Team Olympian.
But what the city wasn't prepared for was elimination in the first round.
"The city of Chicago having obtained the least number of votes will not participate in the next round," said Jacque Rogge, president, IOC.
All those smiles turn upside down and their faces were filled with shock and confusion as some people had to be consoled.
"Sometimes that's how it is in the Olympics. You can be out in the lead and trip up in your last second," said Marvin Burruss.
One Australian man traveled all the way to the windy city just to be blown away.
"I was expecting to come to a party. It's like you arrive and they tell you the bar is closed please leave," said Jason.
But some didn't want to leave and they don't blame it on Rio, so they celebrated their good fortune.
"We decided if we were going to lose to anyone Rio would be our choice," said Dan Clark.
And the old familiar swan song, maybe next time, it was once again the rally cry for those who think that if at first you don't succeed, try, try again.
"Maybe it's a start in getting Chicago named recognized around the world," said Tom Ramos.
"The Olympics are great…Chicago 2016 has started up programs for the youth and hopefully it will continue," said Bill Wellington, 1984 Olympian.
Oprah Winfrey is back in Chicago. In a statement she said: "I am as stunned and disappointed as everyone today, but I know we gave it our all to bring home the win for Chicago. I wish Rio all the best in 2016."