The FSM search feature actually allows searching for Chicago hobby shops.
Depends what you want. I presume plastic kits.
I've not been in any since before Christmas but Wheeling's Ad-Venture (ex-Venture) hobby was replenishing it's kit stock.
I noticed a Hill's Hobby listed in Wheeling but don't know what they have.
Al's in Elmhurst has reduced plastic kits to a small room but still has some interesting stuff on occasion.
RAM Train and Hobby is closest to O'Hare and still listed but do NOT wear any scent as the owner's bout with pneumonia left him ultra sensitive to perfumes.He is also sensitive to clothes washed in scented detergent so you may want to use an unscented detergent for anything you wear in his shop.
When I last visited two years ago, RAM Train and Hobby was literally stuffed to the ceiling with kits.I heard the owner may be retiring so CALL before driving there.
Check the Search for a hobby shop in Chicago under forum and community.
Again, CALL first.
Best of luck and please post your results.