Yes there are a lot of them in the Chicago area. I think one is actually called the Chicago Coin Club. I think they meet downtown but may have moved to a suburb. If you go to the many coin shows in the Chicago area, on the front tables there are usually piles of adds for other coin shows, coin clubs, coin show/club, store calendars as well as free magazines. If your in the Chicago area there are 3 standard, constant coin shows every month. 1st, 2nd and 3rd Sundays. In order Lemont, Countryside and Itasca. Coutryside is the best and occationally a 2 or 3 day show. If you watch the adds there are also some really big ones at the Rosemont Convention Center but not as frequent. However, if you join one, be very cautious in this area in giving out to much excessive information. Remember this is Chicago.
