I've just done that.
Welcome to Texas. Got your CHL yet?
The legislature of the other counties in Illinois get together and vote to expel Cook County and any other counties that have shown a complete disregard of The Constitution and Civil Society and to eject them from the State of Illinois. You may have to impeach the Governor for violation of his oath of office to protect and defend the constitution. The Demographics of that move should swing Illinois back toward a conservative base. As to Chicago, they can now pay Illinois tolls to access state roads and waterways and perhaps an energy usage fee for the power grid. Otherwise they can go to hell in their own way!