Chicagoland is huge and everyone seems to know eachother.
Because Chicago is such a large city on its own, it boasts a much wider metro area than most others in the country, save for New York and Los Angeles. Dating back to 1950, when statistical analysis for metro areas emerged, Chicagoland included several counties in Illinois (Cook and the adjacent counties such as Will, Lake, and DuPage) as well as Lake County in Indiana which to many a-Chicagoan's surprise physically borders the city. Over the years, due to Chicago's expansion, the definition has also widened to include four more Indiana counties (Porter, LaPorte, Newton, and Jasper) as well as Kenosha County in Wisconsin.
This phenomena is not unique to Chicago, and examples can be seen all throughout the U.S. New York City - New Jersey, St. Louis - southwestern Illinois, Kansas City - western Missouri, and many more. So before you let silly biases like state lines get in the way, remember to check your facts!