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