I see one or two occasionally in my neighborhood but:

There are many places in the northwest suburbs of Chicago where you can see black squirrels, including:
Des Plaines: Some say there is a stable population of black squirrels in Des Plaines
Evanston to Zion: Some say the area from Evanston north to Zion is where you're most likely to see a black squirrel
Near West Chicago: Some say black squirrels are spreading into the Near West Chicago neighborhoods
The Loop: Some say black squirrels are spreading into the Loop
Almanac: Black Squirrels - Amherst Indy
Black squirrels, also known as black morphs, are a rare "melanistic form" of the gray squirrel. They are unusual in Chicago and stand out in the population of gray squirrels.
Black squirrels can also be found in other parts of Illinois, including Fisher and Gibson City.
Black squirrels are also the mascot of Marysville, Kansas, where about one-fifth of the squirrel population is black.

This info attributed to an article in the Chicago Sun Times and Tribune