John Stossel needs to update his article, because Chicago is no longer in the same league as NY and DC. CCW is now legal in Illinois, and the state law is a “Shall issue” law, meaning that if the applicant has a FOID card, passes the background check, completes the 16 hours of training (8 hours if one is a military veteran), and pays the $150 fee the CCW permit must be issued, unless the county sheriff has a reason to reject it, in which case the rejection is referred to an independent panel for review.
So, a law-abiding resident of Chicago may indeed legally carry, and other citizens of Illinois can legally carry in Chicago, except for some very specific places.
Illinois was the last state to allow CCW, but its law is actually more favorable to gun owners than some other states.
Those requirements infringe the RKBA. Vermont doesn't even require a permit for open or concealed carry.