Part of the Improv group of theaters across America, this one in the charming village of Schaumburg is less than 30 miles from Chicago's city center. Their repertoire is undoubtedly impressive and perhaps this explains the sellout shows. The theater can be rented for fund-raisers, Bar Mitzvahs, business meetings and private events, while facilities like private sky boxes, VIP seating and discounted food packages are available. The bar serves up delicious dishes like fried calamari, mozzarella sticks, nachos and roasted red pepper hummus so while you're waiting for a show to start, you could probably try out some of these.