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