When it comes to politicians getting busted for crooked deeds, three Deep South states and Kentucky have Chicago beat.

Lee Sigelman and John Sides have created a graph plotting the "total number of public corruption convictions from 1997 to 2006 per 100,000 residents."  Here's the graph:
corruption.pngAs Matthew Yglesias notes:
As we can see here clearly, Illinois, though more corrupt than average, isn't close to the top. Louisiana is a lot more corrupt than Mississippi which is a lot more corrupt than Kentucky which is substantially more corrupt than Alabama. After Alabama things get closer packed.
We should also point out that the entire South doesn't fare poorly: Georgia, North Carolina and South Carolina acquit themselves well -- at least in terms of their politicians not getting caught.