ABC7's Stacey Baca joined in on the action at Hotel Arista, where Operation Support Our Troops America is hosting the unusual fundraising event Friday and Saturday.
"Grief only surfaces when I talk about it, but I think of him every day," said Michael O'Connor, a Gold Star family member.
O'Connor's brother, Gerry, was killed in the Vietnam War.
Operation Support Our Troops America has literally helped family members like O'Connor take a leap of faith.
The Naperville nonprofit provides comfort, resources and education to military families. The group helps teach ways to handle grief, and that can include skydiving or rappelling from a rooftop.
"I looked at it as a time of reflection to think of my brother," O'Connor said about taking part in the event Friday. "To think of my brother, he would have enjoyed that too."
Jim Frazier's son, Jake, was killed in Afghanistan.
"I do all of it for my son. I do it because we have to remember them. That's all we have is their memories," Frazier said. "They live in our hearts. We have nothing new that's going to happen."
Operation Support Our Troops also sends care packages to active-duty men and women, and helps veterans through the Allen Lynch Medal of Honor Veterans Assistance Program.
"We don't do hands outs, we do hand ups," said Allen Lynch, a Medal of Honor recipient. "So we'll help with rent, utility payments, helping to maybe buy a car, car repair, just about anything."
Jim Frazier said he has learned that "the best healing process is when we are together."