chicago's largest is the circle interchange where the dan ryan/kennedy intersects with the ike, just southwest of downtown, but it's an outmoded design from the 60s that has notorious back-ups. i've heard that it's the worst interchange in the nation in terms of back-ups.
source:
http://upload.wikimedia.org/wikipedi...ge_Chicago.jpg
milwaukee has a 5 level interchange, the recently re-opened marquette interchange, just south west of downtown.
source:
http://www.hntb.com/sites/default/fi...I_2009_072.jpg