Lincoln Park Zoo's North American River Otter exhibit is outdoors, though the main viewing for guests is indoors into the outdoor exhibit. They use a similar facility for American beavers.
The Illinois section of The Swamp is a fairly small part of the larger building but the animals might be more fit in an outdoor exhibit I agree.
@JVM: I saw both exhibits in person two years ago. While having the species in both zoos in Chicago is another thing to wonder about, I still do not understand why a zoo should keep a native species, naturally well adapted to the zoo's climate, indoors (a fact we both seem to agree on). That'd be like Norden's Ark keeping wolverines or Johannesburg Zoo keeping cheetahs indoors all the time...
