Check out "Videogames", it's a very obviously named classic video game store on Harlem Avenue near Harlem & Irving Plaza in Norridge. It's almost right across from the cookie factory. They have EVERYTHING classic, almost anything you could think of they have, might not be the most reasonably priced (have to be priced a bit higher in order to keep a place like that operating), but it's not that bad. It's always my best bet when looking for classic video games.
If nothing else check out Play N Trade locations, they still sell classic video games too.