It IS very tough to interview for a job when you don't live in the area, but there might be some strategies you can use to help.
One thing you might try is to schedule several interviews in a 2 to 4 day period, and then visit Chicago to do the interviews. Perhaps you can stay at the local Y or in a B&B to reduce your expenses. It won't be easy, but it's doable.
I don't know what your time frame is for moving to Chicago, or how urgent it is that you move there. But, if it's not an urgent need to move there, another option is to find a job in Maryland working for a company with a location or headquarters in Chicago.
You might take a look at the list of Illinois-based large companies on the Illinois page of Job-Hunt.org - http://www.job-hunt.org/jobs/illinois.shtml
- and then look for a job in Maryland working for one of them. LATER, after a year or so working for that employer, you might be able to make an internal transfer to a job in Chicago. They might even pay for your move if you are working for them when you change locations - or they might not.
Also, see the Fortune 500 companies by state in Job-Hunt.org - http://www.job-hunt.org/employers/Fortune-500/2006-Fortune-500-by-state.shtml
- quite a few of them are headquartered in Illinois, and many of those are in Chicago.
The newest Fortune 500 was just announced - http://money.cnn.com/magazines/fortune/fortune500/2007/states/IL.html
- again, many of those are ini Chicago.
2 other sites that can help you find job opportunities in the Chicago area:
1.) Indeed.com - http://www.indeed.com
You can register a search at Indeed.com, a giant "aggregator" of job postings which include those on Monster, HotJobs, and CareerBuilder as well as a bunch of smaller sites and employer sites, too.
Just did a quick search on Indeed and there are 113,402 jobs listed for Chicago. Here's a link to that page - http://www.indeed.com/jobs?q=&l=chicago,+IL
- just add keywords or a job title to the search, and you'll have it.
2.) Craigslist.org - http://chicago.craigslist.org
Craigslist is a giant online classified ads site, organized by location. It's a great site to use because many smaller employers use it for their job postings because it's simple and cheap (free in most areas, but not in Chicago). Since there is a cost for Chicago employers to list in the Chicago Craigslist, there are fewer scams posted. But, be careful, anyway.
Here's a guide to using Craigslist that will be helpful, because it is an unusual site until you get used to it - http://www.job-hunt.org/onlinejobsearchguide/article_guide_to_craigslist.shtml
Craigslist also has apartments for rent, roommates wanted, and homes for sale, too. So, you may be able to find more than just a job.
Good luck with your job search and your relocation!