The state of Illinois is the 21st state, located in the Midwestern United States. Its largest city, Chicago, supplied the name of Chicago the Lion, and in the 1970s, local hockey team the Chicago Blackhawks played a match against Sesame Street characters.
- Muppets Inc. produced a series of commercials featuring Wilkins and Wontkins for Kraml Dairy, a local Chicago dairy, in 1958. The ads ran until 1962.
- In an Elevator Operator Grover sketch, Mr. Johnson explains that his mother lives in Chicago.
- In Follow That Bird, Big Bird flies to Oceanview, Illinois to live with the Dodos. Although many of Big Bird's adventures back to Sesame Street took place in "Illinois", the scenes were filmed on location in Ontario, Canada.
- Placido Flamingo appeared live onstage at the Chicago Theatre in 1988, taking part in the PBS pledge drive special A Grand Night: The Performing Arts Salute Public Television.
- In Sesame Street Stays Up Late, Oscar the Grouch attempts to make a long-distance call to his mother in Slime River, Illinois.
- A Chicago pennant can be seen hanging in the background briefly during The Muppet Show: Sex and Violence.
- Bear and Cookie Monster have made live appearances at Chicago Cubs games.
- Miss Piggy appeared at Macy's Glamorama in August 2009, at the Chicago Theatre, and Macy's State Street store.
- Duke Snowdon is a hay seed photographer from Illinois usually employed in taking photos of state fairs in The Comic Muppet Book.
- Baby Gonzo dresses as Abraham Lincoln for the Illinois entry of the Muppet Babies coloring book Muppet Babies Visit the Fifty States.
- In a 1997 episode of Sesame Street, Baby Bear, after putting on Goldilocks' football helmet, remarks that he could play with the Chicago Bears.
- Gonzo visits Chickago in the video game The Great Gonzo in WordRider.
- The Chicago Bulls are Chicago's professional basketball team.
- The Winter 1984 issue of Muppet Magazine featured Suzanne Lewandowski of Calumet City, Illinois, who encountered a knitted hat in a "Rarely Sighted Muppets" feature.
- A Toyota Highlander ad in 2014 showed Fozzie, Camilla and Floyd visiting Chicago.
- In The Muppets episode "Going, Going, Gonzo", Bobo the Bear says he always wanted to live in Chicago.
- In The Muppets episode "Got Silk?", Pepe does a brief imitation of Al Capone and says the word "Chicago" (which is where Capone operated).
- Cookie Monster visited Chicago the weekend of June 28-30, 2019, as part of the Sesame Street Road Trip. His stops included Wrigley Field (singing "Take Me Out to the Ball Game" at a Chicago Cubs game) and the Art Institute of Chicago. He also attended a Light in the Night event where Illinois governor JB Pritzker and Chicago mayor Lori Lightfoot declared June 28 "Sesame Street Day."
- In a 2019 advertisement for the Facebook Portal device, Fozzie is revealed to have moved to Chicago. He informs his mother that the winters there are "un-bear-able."
- Wembley's Lost Fraggle counterpart in the Fraggle Rock: Back to the Rock episode "Lost and Found Fraggles" is named "Wrigley," after Wrigley Field in Chicago. (Wembley himself is named after London's Wembley Stadium)