Chicago, like some other anti-gun cities has a bit of a reputation for harrassing lawful gun owners passing through their jurisdiction. The Firearm Owner's Protection Act 1986 allows anyone to transport a firearm through any jurisdiction in the nation as long as they lawfully own the gun according to the laws of their home jurisdiction. The gun typically must be unloaded, locked in a case, and separate from the ammunition. HOWEVER, staying within the jurisdiction of Chicago, rather than just passing through, I can not say for certain. There will likely be a time limit before one must declare it or comply with the laws of the jurisdiction.
The folks at Illinois State Rifle and Pistol Association might be able to give you accurate information:
http://www.isra.org/Even when in full compliance with the laws, some gun owners have been harrassed.
