Answer: Cannas are just not winter hardy in Chicago, the winters are too cold. If you want to save one from year to year, you need to dig up the root after frost in the fall. Trim off the dead stem/foliage and gently brush/shake off excess dirt. Air dry for a few days at room temperature, then pack in a single layer in dry shavings or peat moss or perlite in a paper bag or cardboard box. Store in a cool place at about 45 degrees until spring. Check periodically and discard any that turn soft or moldy (make sure storage area is not too cold). If they begin to shrivel, sprinkle lightly with water and check that the storage area is not too warm. Replant in the spring.
Unfortunately I have no way to check on availability of plants at local retail stores for you. Perhaps the manager would be able to tell you. I'm sorry I can't be more helpful on that.
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