It is a strange thing about Chicago, and probably other US cities, that there are both strict laws about alcohol and myriads of opportunities for drinking it! It is against the law to drink alcohol in public parks, on the beach, on the sidewalks but many put alcohol in disposable cups and are not detected.
Alcohol is often prohibited in the grounds of festivals but you must check the specific event to see what is and is not allowed. There are strict laws about the times of sale of alcohol - forbidden to under 21s - but lots of firms advertise that if you're hosting a party or watching TV there are many alcohol delivery services in Chicago.
Note, there are LOADS of rehab centres, counselling and abuse recovery clinics and facilities in Chicago. Perhaps a time to think!