I've got a chart in my document section that shows what foods are in season for Illinois, but I just found this GREAT website that allows you to pick your state, and the time of year (it's toward the bottom of the page.)
Here is a copy of the information that I found when I looked at Illinois for Late October.
Illinois: Late October
- Bell Pepper
- Sweet Potatoes
This makes it easier for me so that I can take a short list from this website when I go shopping. Because of course, you can buy any food at any time at the grocery store. Or at least most of the time. I do try and buy things from the local farmers market when I can or from the local health food store, but there are certainly times when I buy at a major grocery store and the foods I buy aren't necessarily local. But at least if they aren't local, I'm eating foods that are in season at that time.