Here are some of the schools that have held walk-in auditions in the past in Chicago:
UAB
Viterbo
Utah
Western Michigan
Ball State
Cornish
Coastal Carolina
Drake
LIPA
Royal Welsh Academy
Ohio Northern
Oklahoma (Acting)
SCAD
CAP21/Molloy
NYCDA
Long Island U.
Northern Colorado
This will vary year-to-year.
Here is a thread with info about schools with late audition dates in previous years: