The incident happened in Frankfort Square, a community in Will County.
Authorities say the woman was abducted from her driveway at gunpoint Monday night by three men. They say at least one of the men was armed.
The victim was released near 167th and Interstate 57. Police say she was unharmed after about an hour.
The surveillance video shows the suspects arriving at a Wal-Mart in Crestwood after allegedly forcing the victim to withdraw cash from an ATM.
The suspects are also seen entering the store.
Police are hopeful the video will help lead them to the offenders.
"We have some extremely good video... We hope it helps us in identifying one or all of the three suspects," said Will County Sheriff's Deputy Chief Kenneth Kaupas.
The victim told police her captors were courteous and assured her they would not harm her.
But police are not convinced.
"It's a terrorizing crime," said Kaupas. "There are a lot of people in the Frankfort Square area that are legitimately concerned for their own well-being and safety.
Meanwhile, neighbors say they are being cautious.
"It scares me... I usually feel very safe here," said Crystal Williams, neighbor.
"I wish I'd seen something... I would have tried to follow the car," said Gene Deluca, neighbor.