Officials said they conducted initial site visits and met with economic development and business leaders in the cities, where they say they were offered "desirable packages" and "qualities of life" for their associates.
However, Sears officials said they are still in communication with Illinois, and they hope to make a decision on whether they will relocate by the end of the years.
Governor Pat Quinn is in "touch with businesses like Sears regularly," according to a statement from his office. "Sears plays an important role in our state's economy, which is why the Governor and his administration are continuing extensive talks with the company."
