Jazz songs leap and twist and scat and bebop all over the place, but Chicago, taking place in a big city of jazz, doesn't. It's very linear, simple, and easy to follow. It tracks Roxie Hart from A to B, but somewhere between those two letters there's a jail and a courtroom.
In this version of Chicago, which often takes place inside Roxie's imagination, Roxie is the star of her own show… and everyone else is just backup.
The movie has an impeccable flow, though. Each scene revolves around, or is punctuated by, a song. Characters are introduced by their signature themes that explain their hopes, dreams, and motivations. What would otherwise be your typical story of a girl hungry for fame is jazzed up (pun!) by the sparkly musical numbers.
Strangely, the movie has a narrator character. Even more strangely, the narrator isn't Roxie. It's a man simply known as "the bandleader." He only lines involve introducing new characters, as he would in the Onyx Club, where Roxie sees him in real life. It's a way to keep the show within the show looking like, well, a show. And we know the show must go on.