The Newberry Library has just published ChicagoAncestors.org which lets you "discover the past by address" and I've used it a couple of times to successfully determine which Catholic parish a family attended.
Want to give it a try? First you'll need an address. You can obtain it from a number of sources including birth certificates, death certificates, and city directories.
Once you have the address, type it into the address box on the main page.
At the bottom of the results screen you will see "Religious Institutions." Click on the + next to "Roman Catholic Churches." You will then see the names of the parishes closest to the address along with their locations on the map. If you click a parish name you will get information on the history of the church and Family History Library film numbers for any records that have been filmed.
Wonderful new tool!