Here are a few of my experiences:
When I joined AT&T and got my first iPhone (3G) on the launch day, everything was chaos. I was at the AT&T store for 5 hours. Anyway, I wanted my number ported over from Verizon. It was the same area code and everything. They were unable to do it for some reason. They advised me to pick a new number and see if they could port my old number over later on. After a few hours, the port worked and I was back to my Verizon number. Again, this was all in the SAME area code, so it's not the exact same situation.
Last Christmas, my mother in law and two sisters in law moved from Arizona to Texas. I went with them to get 3 3GS's for Christmas. Everything was great until it came to porting their Arizona numbers. Just like in your case, they were not able to port the numbers because they weren't from the same area (not exactly sure how far an area extends out). Anyway, there was nothing AT&T could do. Choosing new numbers and porting later was not an option. So, they all got new numbers and left it at that.
So... Based on MY experience, there may not be anything you can do other than pick a new number. I suppose you could go back to Chicago, go to an AT&T store there, and have it ported. Something you're probably not interested in!
Hopefully someone else here has been in your situation and was able to preserve their number. Good luck!