Under Lock And Key

Roxie's diary itself isn't a subtle symbol, but it is an example of how good Chicago is at foreshadowing.

In one of the very first scenes, Roxie says to Fred:

"I've been thinkin' a lot about my act, though; whenever I get a really good idea I write it down in my diary before it goes out of my head."

Later, we see Roxie writing in her diary, and Velma sees her with the diary too. This plants the seed that Velma could possibly steal it. This is misdirection, because while we're at first led to believe Velma stole the diary, it turns out Billy forged a few entries before planting it in Mama's possession.

This is just one example of the movie's subtle foreshadowing. Velma mentioning her garter is another, because Roxie later steals the idea. What are some others that you spotted? Chicago may be a musical, but it's also a tightly written tale… a lot better written than anything in Roxie's diary.