Dynamite Fireworks Keep is the Best Chicago Firework Retailer off I-90 and Calumet Ave. Why is DYNAMITE FIREWORKS the vacation spot for Chicago firework retailers? We’re the closest of numerous fireworks retailers to Chicago, located just above the Illinois state line in Hammond, Indiana. Dynamite Fireworks Store, 4218 Calumet Ave, https://maps.app.goo.gl/eNmXy9E1JUUHxKtCA