Getting a Job in a City you don't Live in.

Welcome to the forums ksteiner325!
Hmm. It is hard to draw any conclusions from what you have said.
Hiring managers are well aware of relocation costs; an employer may include relocation costs  only to those "higher in the food chain." (You indicated you just got out of college.)
Have you listened to the Interview Series? Is your resume in the MT recommended format?

First off, thank you for responding to my post.
In regards to my resume format, I am constantly trying to adjust it for the better. I do have difficulty with the accomplishment bullets because I haven't recorded/thought of my accomplishments in past positions in a quantifiable manner. 

Is there anyway to indicate that I don't expect a company to cover my relocation cost, that isn't presumptuous? 

I don't recommend putting your address on your resume or cover letter, because it's irrelevant, so you'd only need it if a stupid online application system required it.  Hence, prospective employers really shouldn't have any reason to assume that you're not local.  Take a trip to Chicago and buy a prepaid phone to have a local phone number, too.
If you need to address the issue, the easiest way to do that is to handle it in your cover letter.  Mention that you're looking for a position in Chicago specifically because you are planning on moving (don't use the word "relocate", just in case it confuses someone) there in the near future.  You don't have to clarify that the "near future" is defined as "in the week after I get a job offer".

"Willing to Relocate" has been a phrase long associated with career searches. Expect the question to come up in the interview and be prepared to assure them that, if the job starts on September 1, You'll be walking in the front door first thing that morning.  Don't make a bigger deal out of this than it is. People have and always will be relocating for many positions, both blue and white collar.
Side note. I noticed that the first word in your post was "So." I have noticed that this word has crept into our vocabulary over the last five years, especially among Millennials, but also in the older generations as well. It's generally used to buy the person time so that he or she can frame an answer. The downside is that for many people, it's like a monotonous drip, drip, drip. I hope you follow the MT advice and record yourself practicing responses to behavioral based interviewing questions. Watch out for filler words or fragments, such as "So," "Um," "Ah," etc. If you start off each response with the same filler word, it's going to be noted by many of the interviewers and not in a positive light. This is especially important where communications skills are valued.
The correct response is to pause, then start speaking without using a filler word.
I would encourage anyone out of college to join a Toastmasters club to improve their speaking and leadership skills and to provide an additional avenue for networking.
Good luck with your career search.
Glenn

I would recommend writing a stronger resume.  Focus on creating stronger accomplishment bullets, to differentiate yourself from other candidates.
I have never counted a prrson's home address being outside the local area as a negative, especially for an entry-level job that is appropriate for candidates just out of college.  I assume that if a candidate has submitted their resume, that person is able to move to the area before the first day on the job.
Good luck on your job search!