This is the fifth episode of Fosse/Verdon, and the last I’ve previewed. It’s called “Where Am I Going?” – and the eventual destination is Chicago. Not the city: the Broadway musical Chicago, the Bob Fosse triumph built around a show-stopping role for Gwen Verdon, as Depression-era killer and media sensation Roxie Hart. Michelle Williams plays Verdon, beautifully, and Sam Rockwell hangs on tight as Fosse.