CHICAGO — Second City, the Chicago-based comedy theater whose name is a rejoinder to East Coast snobbery in the arts and entertainment business, is heading to New York City. The 63-year-old sketch comedy operation, headquartered throughout its history in Chicago’s Old Town neighborhood, said Thursday that it plans to open a new entertainment complex in the Williamsburg neighborhood of Brooklyn. The theater said that the 11,900-square-foot space will feature a newly built mainstage theater, seven classrooms for its training operation, and a restaurant and bar. Second City also noted that this i…