The first ones in Illinois that come to mind are in Chicago Public Schools, Rockford, Springfield, Peoria.
To see more, with more and different options, in Illinois, go to http://www.k12tlc.net/ilgt.htm and scroll down.
~Terry
Consultant and Parent Affiliates Chairman, IL Association for Gifted Children
Member, IL State Board of Education Advisory Council on the Education of Gifted and Talented Children
P.S.: If you live in Illinois, go to http://www.iagcgifted.org and click on Parent Affiliates to see if any groups are near you.