In 1892, the North Side was terrorized by the exploits of a costumed supervillain—in a way.
In November of that year, several people on the North Side were accosted by a mustached man in a bowler hat riding a dark horse with a blazing red saddle. Just about every man in town had a mustache and a bowler hat in those days, but this one was also wearing a mask that covered the top half of his face. He would approach his victims on a horse, threaten to shoot them if they didn't throw their money on the ground, then order them to run away.
His first day at work captured the imagination of the city, and newspapers throughout the country began reporting on the exploits of the "Lake View Highwayman." Children began to tell stories that he'd been heard riding on the tops of the tombstones at Graceland Cemetery at midnight. Dozens of police officers were brought from other districts to Lake View. Imitators popped up all over the city.
It was really quite a lot of fuss over a villain who, when you get right down to it, was not exactly super. His full take from his first day as a costumed crook came to just over five bucks, and when one would-be victim called his bluff and told him to "Shoot—or be goll darned," he turned tail and ran. By this time, it was generally agreed that this was probably not a professional crook, but a guy who'd read too many dime novels. But he managed to evade the police.
After a couple of weeks the Highwayman vanished as quickly as he had come, and outside of a brief news item in which police said they might have caught him the next summer (they'd arrested a crook found to be in possession of a bunch of masks and fake mustaches), the city seems to have forgotten him completely.
A full investigation of this weird little chapter in Chicago history can be read at the Mysterious Chicago blog.