Guns are legal everywhere around Chicago including all neighboring states which have much weaker gun laws than Illinois.
Most of the guns used in crimes in Chicago are illegally owned handguns, acquired through straw purchases and theft. Handguns that are legal to own in Illinois, even.
If that is what you're saying (and please, clarify if it's not!) - it's worth knowing that both Wisconsin and Indiana are a 90 minute drive from Chicago city limits, so any illicit manufacturing has to compete with the ease of a relatively short drive to purchase in another state.
I think sometimes people forget just how close Chicago is to other states.
So the argument that Chicago residents can skirt gun control laws by crossing state lines is false.