The woman was identified as 31-year-old Ladawndra Ellington of Louisville, Kentucky, according to the Jefferson County coroner's office.
Ellington was Martin's girlfriend, and the couple lived together in Kentucky, police said.
Melvin Martin Jr. was initially charged with being a fugitive from justice in Ellington's death, Markham city spokesman Michael Taylor said.
Melvin appeared at a court hearing and agreed to not fight extradition and return to Kentucky to face charges including murder, abuse of a corpse and tampering with evidence.
He was ordered held without bail by a Cook County judge who said authorities from Kentucky would pick him up for transfer within 30 days.
Police said Martin took a Greyhound bus from his home in Louisville to Chicago last Friday to travel to his mother's home in south suburban Markham. They said he traveled with multiple bags of his girlfriend's remains.
"(His mother) was devastated. She was devastated still when she was talking to me," neighbor Hazel Brown said. "I think she's going to need a lot of help. I really feel sorry for her, really."
Brown said Martin's mother tried to explain to her what happened. The mother and son had reportedly been estranged for years.
WATCH: Full update from Markham police
Investigators believe Martin killed Ellington last month. A head and other body parts were discovered Tuesday in three bags.
"This was a particularly heinous crime in that the offender in this case dismembered her body," Markham Police Chief Terry White said.
After arriving, Martin's relatives said he kept asking them for clothing, which they found odd because he had his bags but never opened them.
Police said Tuesday morning Martin left his relatives' home and went to the Markham Public Library. While there, a curious relative opened one of the bags and allegedly found the body parts inside. The family called police.
"Without their cooperation in this case our investigation would have been greatly hampered," White said.
Brown said Martin's mother called 911 after smelling a foul odor from the luggage that was in the garage.
Martin was taken into custody while at the library. Law enforcement from Louisville traveled to Illinois to interview the suspect, police said. After initially resisting, Martin is now cooperating with law enforcement, according to Markham police.
Investigators said Martin told them he brought the remains with him because he "wanted to remain with her, or at least part of her." Police have not released a motive for the killing.
"It's hard just to grasp that someone can do something like this," neighbor Reginald King said. "You see it in movies, you hear about it, but to actually happen in your neighborhood. Wow."
Martin was staying in Markham for about a week after supposedly losing his home in Louisville, neighbors said.
Markham police said Martin gave Kentucky investigators the location of the rest of his girlfriend's remains in a park near the couple's home.
Police said there is no danger to the residents of Markham, and that this was an isolated incident.
Markham police said they are working with federal law enforcement and police in Kentucky, and have not identified the victim, pending notification of next of kin and positive identification through dental records.
Martin's family could not immediately be reached for comment.
Sun-Times Media contributed to this report.