Yeah, I find that most people, especially foreigners, have absolutely no concept of the true scale of the interior USA. This is a useful image I've sent to my friends in the UK:
Peter Campbell on Twitter
One of my business partners from there said something along the lines of "Well, that's a proper city isn't it!" when the skyline first came into view while driving in from O'Hare. I feel like Chicago is lumped in with all the lesser Central US cities like Cleveland, Detroit, St. Louis, etc in most people's minds until they actually see it and realize few cities globally are even on Chicago's scale.
Another great bit of fun with foreigners is forcing them to drive across the great plains. I had one of my British friends remark "What city are we in now? St. Louis" after we sat in traffic for a bit more than an hour and arrived in Oakbrook. I was like "We haven't even left the outskirts of Chicago yet..." Same guy was asking if we were "almost there" when we were rolling into Omaha. Broke his heart to find out we were not quite halfway to Denver yet.
They must not have been too traumatized though because they opted to drive from Vail to Las Vegas instead of grab a flight the next week.