As has been said many times, “the more things change, the more they remain the same.” You need only look at “Thaddeus and Slocum: A Vaudeville Adventure,” currently in its world premiere at Lookingglass Theatre, 821 N. Michigan Ave., through Aug. 14.Written by Kevin Douglas and co-directed by J. Nicole Brooks and Krissy Vanderwarker, the production features music by Rick Sims and choreography from Katie Spelman along with Sylvia Hernandez-DiStasi.The story is set in Chicago in 1908 and tells the …