The Chicago Tribune website has a section where you can
search for "Recent Home Sales". The search retrieves the
public record of home sale prices near a given address for
the last couple of years.
See http://www.chicagotribune.com/classified/realestate/transactions/

Unfortunately this great tool only covers the immediate Chicago
area. Is there a similar (free) site for downstate towns, e.g. 
Bloomington, Peoria, Springfield, Champaign, etc. 

Thanks.