Chili isn't Mexican, as you might have assumed. There's no dish that exactly corresponds to it in real Mexican cuisine. Chili con carne as we know it today made its debut in San Antonio in the early twentieth century. Since then, it has spread around the country (and the world) taking on regional accents.
Cincinnati has its own version, made famous by the Skyline restaurant; St. Louis serves up a dish called slinger —eggs, hashbrowns, and a hamburger patty covered in chili; and then there are variations like green chili, red chili, and white chili.