A year ago I was in Manitoba, I had to drive home to Ontario, the shortest route was through the states. So, Thats the route that I took. That was almost a huge mistake. I was stopped at the boarder, my car searched, questions were asked, "Why are you entering the US?" "Its the shortest way home" "How long will you be here?" "15-16 hours" "You said you had no weapons in your car. How do you explain this knife and axe?" "Well officer, the Knife is a fillet knife from my tackle box, Therefore its fishing gear. And the axe, (not the shampoo, but more like a hatchet) is part of my camping gear." "Oh, Ok. What is the purpose of your trip into the states again?" "To get home faster" "And where is this again?" "Southern ontario". it went on like this for about half an hour. and after that, i had to pack everything into my car again. All in all, i was stopped at the boarder for 2+ hours. I'm a perfectly normal looking (altho i'd been camping for 3 weeks and looked like grizzly addams) guy. No criminal record, no drugs, nothing. But because of my last name, i was held up. (my uncle has the same problem at that crossing).
so, yeah, If Canadians (America's so called #1 friend and ally) can't get across easily, or even in good time, then its a damn good reason Chicago didn't get it.