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 several fireworks shops to Chicago, located just more than the Illinois state line in Hammond, Indiana. Dynamite Fireworks Store, 4218 Calumet Ave, https://maps.app.goo.gl/eNmXy9E1JUUHxKtCA