I would have expected the rest of Illinois (55.4%) to dilute the state-level effects of Chicago. But no.
In 2009, the most recent year for which I’ve gathered detailed homicide data from the FBI’s Uniform Crime Reports, the entire state of Illinois logged 477 non-negligent murders. That same year, the city of Chicago alone recorded 459. Over 96% of the state’s killing takes place in a city that holds around one-quarter (depending on the city proper is counted) of its total population.
Wow. This is presumably an extreme but informative example of how urban/rural differences are probably a lot more important when it comes to determining violent crime rates than state-to-state differences are.