WGN and WLS used to broadcast in 'AM HD'. Management and/or ownership of those stations made the decision to drop HD because it is technically flawed.
Originally WLS had HD all day long, but later changed to HD during daylight only and 'AM Stereo' at night. Now HD is gone altogether on WLS.
I heard somewhere that WIND had HD when the station was owned by Univision until 2004. The HD stopped after Salem became the owner of WIND.
Univision's 1200 WRTO was HD but that ended after the station moved it's towers last year to a new location.
Other Chicago area 'AM HD' stations are 1300 WRDZ, 1390 WGRB, and 1690 WVON. Don't expect to hear the HD signal however unless you are located a few miles from the tower.
620 WTMJ from Milwaukee can be heard in HD occasionally from the north suburbs.
I hope that some day HD will be gone entirely from the AM band because it really screws-up reception of nearby stations on the dial as well the AM HD station's own signal.