Chicago happens to be home to a large Stitch-n-Bitch group. People meet every Tuesday night at The Perfect Cup 4700 N. Damen Ave. (across from the brown line el stop) from 7-9 pm. They also have a Yahoo group where you can get info about meetings and talk with local knitters. There is no cost to join, but providing lessons isn't an integral part of the group.
To contrast that, the Windy City Knitting Guild has a $20 annual membership which gets you a monthly newsletter and admission to their monthly (third Tuesday of each month) meetings which involves snacks and a seminar. They also have a great list of all the knitting stores in the Chicago area.
Of course, there is also the International Knitting Meet-Up Day.
And, Chicago has a history of knitting.