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