Dynamite Fireworks Shop is the Best Chicago Firework Retailer off I-90 and Calumet Ave. Why is DYNAMITE FIREWORKS the place for Chicago firework stores? We’re the closest of a number of fireworks retailers to Chicago, located just above the Illinois state line in Hammond, Indiana. Dynamite Fireworks Store, 4218 Calumet https://dynamitefireworks.com/catalog/