Nathalie, you may want to try posting messages on some genealogy boards. I've attached a link to such a board for Cook County, Illinois, USA, in which Chicago is located. Genforum has boards for many locations, including but not limited to a board for each state in the US, as well as boards for many counties within those states. There are also boards for specific surnames. The best part? It's free. If you search around Genforum, you'll find boards for many, and probably ALL, of the areas about which you may be interested in searching.
I note that you didn't post your grandfather's name, and I assume that you do not know it. If you post on the genealogy sites, include as much information as possible.
I received replies to my inquries that allowed me to trace my grandmother's branch of the family tree all the way back through Sweden to Haracourt, France, in about 1560. (Jehen Godet, my 10th great grandfather, married Ann Heson in in France about 1610. In Sweden the name went to Gode, Goude, and Goode, and was changed to Goody in the US after 1900.)
http://genforum.genealogy.com/il/cook/
Good luck!
Jeff