Chicago is home to many museums and 2 zoos. They are open in all seasons. In late Spring or Summer a trip to Great America would be fun:http://egov.cityofchicago.org/city/webpo��http://www.czs.org/czs/Brookfield/Zoo-Ho��http://www.sixflags.com/greatAmerica/ind��
Indoor waterpark, or rent a nearby pool.