It could come from Boston's baked beans, a delicacy the Pilgrims picked up from Native Americans in the 1600s. It could also refer to the beans in the context of the Triangle Trade. (Boston exported rum to Africa to trade for slaves, the slaves were traded in Caribbean plantations for molasses, and Boston got the molasses and used it to make more rum, but also baked beans.) Or, in less-dark timelines, it could stem from a Civil War veterans convention. All the vets got small bean pots as souvenirs and supposedly when people asked where they got the trinkets, the men replied, "Beantown."
City of Brotherly Love
This one's pretty literal. The word "Philadelphia" roughly translates to "brotherly love" in Greek. ("Philos" is love and "adelphos" is brother.) William Penn named it that because he wanted his city to be a nice, friendly place where all religions were tolerated. He was a Quaker, so that was just his style.
Las Vegas, NV
Shocker: the city of casinos, strip clubs, and bachelor parties is named Sin City for its many vices. The Las Vegas Sun seems to think it's specifically because of an early 20th-century boozy brothel, but really, anything in that hedonistic desert could've started it.
Alright, this one's a little complicated. The most popular theory goes that while New York and Chicago were competing to host the 1893 World's Columbian Exposition, an editor at The New York Sun (Charles A. Dana) wrote a hit piece that dismissed Chicago as "that windy city." Only there's plenty of evidence that the term existed before Dana's reference, and no one's even sure if Dana's editorial actually exists or if it's just a myth. Barry Popik, a consultant for the Oxford English Dictionary, insists that Cincinnati actually coined the term, and it wasn't exactly a compliment. The way it used it, Windy City referred to both the weather and windbag politicians. Either way, another city is responsible for Chicago's most enduring nickname and its motives were not great.