The US Department of Agriculture web site has a deeply buried
Farmers Markets Directory. There are links for directories by state. Within each state the markets are nominally alphabetical by city. However, Illinois has some suburban markets spuriously alphabetized under Chicago. I doubt that the lists are truly comprehensive but are pretty wide.
The Illinois Department of Agriculture has a directory covering both
Farmers Markets and Roadside Stands. Again I have doubts about completeness, but it is a good start if you are planning a trip that might include farm markets.