Even though the movie says that Ralphie and his family live in Chicago it really was filmed in a small town 30 minutes away from my house in Cleveland called Tremont. 2 years ago around Christmas time my mother and I made the drive down to see it. This home is in the middle of a residential neighbor hood on a somewhat quite road.
It was amazing how many people flocked here during Christmas time. Its open all year too so I'm sure they get people then also. You first come into the living room where there was a lady waiting to tell you absolutely everything there was to know about the filming. (You could really tell she loved her job.) After that you are free to roam through the house. They also only let in a few people at a time which is nice so you can actually see things up close without a swarm of people in front of you.
They did such a good job keeping everything in the home the same set up of the movie after they remodeled it.
If anyone is ever in the area I definitely recommend stopping by.