Dynamite Fireworks Keep is the Best Chicago Firework Shop off I-90 and Calumet Ave. Why is DYNAMITE FIREWORKS the location for Chicago firework retailers? We’re the closest of numerous fireworks retailers 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