Chicago's Hamptons?

I've always wondered: Is there a common vacation-destination shared by many Chicago residents? An example of my idea would be found in the relationship between NYC and the Hamptons. The Hamptons act as a vacation destination shared by many residents of Manhattan. Is there a location that exists, parallel to the NYC-Hamptons relationship? I'd be interested to hear about it. The only location that popped into my head was Door County, WI. Any thoughts on my question?>