Don't think it couldn't happen in Ilinois, is the caution from a spokesman from the Illinois Dpeartment of Insurance. A sinkhole recently opened up under a Florida home and swallowed a man while he slept. His body was never recovered, and the hole has now been filled in with gravel. There have also been incidences, although not nearly as dramatic, of sinkholes in Illinois.
There was a case in Southern Illinois in recent years where a family bought a new home near a former mine, and the subsidence caused structural damage. Mark Terry says they had opted not to carry subsidence insurance, which is highly reccomended in that area.
Closer to home, a sinkhole opened up in Alton in the Christian Hill neigborhood a couple of years ago. It was in the yard of a home at the edge of the bluffs, and the owner eventually had to move out due to the damage and danger of the situation.