An unscientific observation…
Around Chicago, 40k still seems to be top dog. In second place, there's a very strong Warmachine/Hordes community that is growing. Of these two I'm very certain.
X-wing and it's sister games have probably taken off faster than just about any wargame I've seen in recent years and have something of a crossover audience with folks who might not other wise be into wargaming. I'm not sure how it compares with FoW and Infinity which seem to also be in this third tier of gaming, being games that are not as big as 40k or WM, but are popular enough to often have dedicated nights or groups meeting weekly at local FLGS's. I think WHFB, might be hanging on in this third tier, but I'm not sure.
Below that, you have games like Dreadball, Bolt Action, Dropzone, Malifaux, Saga, Battletech, etc, etc which all have much smaller communities. Sometimes you'll find weekly groups at FLGS for these kind of games, but often it's less often than that. However, being in a major metropolitan area, it's still possible to find both miniatures-in-stores and opponents for them.
The last tier of games would contain most historical games and more obscure games, including the kind of things that our club plays. Some of these products can be found in the largest of the Chicago area FLGS's and there are local groups that meet independently that might play them but you're not likely to find weekly or perhaps even monthly meetings at the FLGS for games like Song of Blades and Heroes, Hail Caesar, Black Powder, any of the Osprey rulesets, etc.