There was a magnitude 3.8 earthquake in northern Illinois just a few weeks ago.

Quite minor - no damage that I'm aware of. I didn't feel it as I was sound asleep.

There are a few minor fault lines in northern Illinois:

http://www-esh.fnal.gov/Regional/Fig_9(R).GIF

There is a fairly substantial New Madrid fault just south of Illinois.

The USGS has a nice earthquake web site as mentioned in a previous post:

http://earthquake.usgs.gov/earthquakes/