I'm sure a place the size of Chi-town has a number of community colleges etc, some of which may have some woodworking classes. Two great things about those is that they are relatively inexpensive when compared to some of the fancy schools, and they generally have good equipment on which to do your "homework".
If you live in DuPage county, the College of DuPage offers woodworking classes that use workshops at some of the local high schools. There's also an active woodworker's club that meets once a month at the community college -- I haven't been able to attend one of their meetings yet due to Wednesday night conflicts, but I saw a display of some of their members' work at a woodworking show here a couple years ago. They have a website:
Back in 1994 I was looking for a school to go to for Cabinetmaking. There use to be a school called Washburn. "I think I spelled that right"
They since closed it down, so I was not able to go there. I went on to a school in Boynton Beach, FL when I received 3 scholarships from Schaumburg High School to attend that school.
As mentioned, your best bet is to check around at the local high schools/colleges to find something that you're looking for.
At one point in time, I thought about holding classes at my place of business, but the liability would be way to high. If you have any questions, myself or others would be more than happy to help you out. If you want to contact me personally, go to my profile.