The Cook County Clerk's office has launched its new website indexing marriage, birth and death records from 1872 forward: http://www.cookcountygenealogy.com/ Once you find the record you're looking for you can pay online ($15.00 plus a $1.75 fee per transaction) and download a compressed file containing a TIFF image of the document.
Note that not all records are online yet, so you may need to keep checking back to find the records you're looking for. And remember that most county records were destroyed in the fire of 1871.
Be sure to read the site's "More Information" page for further details. And check our ChicagoAncestors' "tips" for Cook County vital records and for researching pre-fire Chicago.

