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 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.
- 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.
- 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.
- The Chicago Bulls are Chicago's professional basketball team.