The woman went to a nightclub with two friends but never returned home, according to her family. She was found "frozen to death" with "bruises all over her body."
A blast of cold air is on its way to the Chicago area later this week, after some more snow is expected Wednesday.
The exact timing and path remain uncertain, but an arctic air mass from Canada is expected to clash with rain, creating a major winter storm.
Some residents say they are seeing their light bills soar, too, because they are using portable heaters and their ovens to stay warm.
The Chicago area is expected to see more snow Tuesday into Wednesday, followed by a blast of frigid weather.
An arctic blast moved into the Chicago area overnight, leaving behind a bitter cold on the MLK holiday.