Located at 60 West Walton street, The Newberry is a free public library non-circulating library with mind blowing archives. I finally browsed their catalog online after wondering if they might have an antique copy of the witchcraft treaty Malleus Maleficarum. It turned out that they had at least SIX, the earliest dating from 1484.
They have a ton of information relating to local history, Medieval studies and consequently quite a lot of items of interest regarding witchcraft, magic and the occult. Take a look at bound volumes of Austin Osman Spare's publication The Golden Hind.
For more information, visit:
The direct link to their catalog:
Show up, sign up for their library card and bring your camera. They allow photographs to be taken as long as you vow not to publish them in any way (otherwise I would definitely be posting some of my own here).
Also, dating from 1887, the building is beautiful.
Photograph taken from the Newberry's Plan Your Visit page