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Of the cities mentioned, I've only been to Boston and Chicago for the fourth. Boston was by far the best 4th of July I have ever spent. Spent the day being shown all of the historical sights by a friend who was born and raised in Sommerville and then spent the night watching an awesome fireworks show over the bay at the top of the MIT building. One of the best parts of the experience was walking to the fireworks show. We crossed a bridge and went into Boston (a few blocks away) with what seemed like the entire city. It was really fun to walk in a throng of thousands.
For history, I would say Philadelphia is the best place to be on July 4th.
I'd really like to do the 4th in Philadelphia one of these years.
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