Judy Garland's last concert in Chicago was at the Arie Crown Theater on May 7th, 1965. By all reports, it was a great concert, although Judy dropped lyrics in 6 of the 18 songs and had trouble with some of the high notes.
Garland chronicler John Fricke was there and remebered:
What also helped the evening was Judy's humor throughout. When she dropped several lines in her opening "My Kind of Town," she rhetorically asked, "How many lyrics can you miss?" and suggested that she from then on read all her songs (indicating imaginary cue cards draped from the balcony rail) or "just sing Over the Rainbow all the time!" During When You're Smiling, she got snarled mid-verse on the line "When a cop walks up and hands you a subpoena" and immediately cracked, "They've handed enough of them to me!" Here is that performance of "My Kind of Town (Chicago Is)":
http://www.youtube.com/watch?v=hx2Z_bU7WeI 
Kup's Column
Chicago Sun-Times
Judy may miss a high note here and there, but she still is a showman par excellence, as she revealed at McCormick Place. The Garland legion gave her a standing ovation.
Judy's Improved, But Is It Enough?
Chicago Tribune
Judy Garland was back in Arie Crown Theater last night for the first time in two and one half years. Several hundred fewer of her admirers were on hand this time, possibly because of a 10 o'clock curtain, possibly because it didn't take much memory jogging to recall that earlier visit, when Miss Garland remembered very few songs and lost her voice midway in the evening. This time things were somewhat improved. Loudspeakers banked the stage on either side so the performers could hear each other. Miss Garland was in no particular vocal difficulty during the portions of the show we heard, although she is not the singer she was. And there were touches of the old magic in the songs she managed to get thru -- WHAT NOW MY LOVE, the ALMOST LIKE BEING IN LOVE MEDLEY, and HE'S GOT THE WHOLE WORLD IN HIS HANDS. For her fans, as usual, she could do no wrong. The ritual clapping as familiar songs were paraded in the overture, the standing ovation at her entrance, newly slim in turquoise trimmed with mink, the indulgent applause as she found her way after each memory slip from the opening of MY KIND OF TOWN to THAT'S ENTERTAINMENT as we left -- all testify to her continuing way with audiences, and the power of the underdog psychology. But how long can even a Judy get away with starting SWANEE while the orchestra is playing SAN FRANCISCO? To open the evening there were Chris and Peter Allen, a pair of versatile, mobile Australians who played guitar and piano while doing the limbo, danced a gymnastic kangaroo twist and a soft shoe HELLO DOLLY, and sang all the while. Mort Lindsey was the often psychic orchestra leader.
Variety
Judy Garland's performance in the 5,000 seat Arie Crown Theater (90% filled) exemplified the strange mysticism that Miss Garland shares with her followers. It is not something that easily lends itself to rational explanation, but the electricity and adoration of her following is not unlike the fabled ninth inning home run that wins the ball game for the local team. Miss Garland's tendency to forget lyrics had little effect on a turn that was home free before it began. The audience seemed to dwell on every nervous motion, smile and frown that is part and parcel of a complex and dynamic entertainer. The two part show began at 10 p.m., apparently to give out-of-towners sufficient time to come in for it. Miss Garland wore a blue floor length gown of silk with a mink trimmed jacket for the first part, later changing to a slacks outfit in white with a red and silver striped jacket. For show's first half, she did eight numbers which included a rocking WHOLE WORLD IN HIS HANDS and a rousing SAN FRANCISCO. Hilights of that second semester were tunes associated with Miss Garland such as THE MAN THAT GOT AWAY, TROLLEY SONG and OVER THE RAINBOW. The Allen Bros., two zealous Australian imports, sing, dance, play guitar and piano in an engaging 18 minutes. They have a good harmonic quality and a slick well-presented act. They sang a forceful LA BOMBA, did a soft-shoe shuffle of HELLO DOLLY, and an exciting DON'T RAIN ON MY PARADE. Show ran one hour and 35 minutes with a 15 minute intermission. Orchestra under the direction of Mort Lindsey, gave superb backing, and lighting effects were consistently appropriate.
