Locations For Filming

For my Senior Studies course at the highschool, I’ve decided to create a Western. I have already aqquired costumes and actors but my biggest concern is location. It poses as an even larger problem living in Chicago. If anybody is familiar with the Chicagoland area or surrounding towns, please let me knwo if you have any suggestions as to where I might be able to film. saloons and cabins are my biggest concern right now. Thanks