No presidents were born in Chicago. Two presidents from Illinois were Abraham Lincoln and Ulysses S. Grant but they were not born in Illinois. Ronald Reagan was born in Illinois but spent most of his life in California. Barack Obama is the first US president from Chicago but he was born in Hawaii.
It is a requirement that US presidents be born in the US. So, no US presidents were born in Canada. Chester Arthur was born in Northern Vermont so close to the Canadian border that some people said he was actually born in Canada.