It's called the Haymarket Martyrs' Monument in the Waldheim Cemetery in Forest Park, IL (formerly known as the German Waldheim Cemetery). It is considered to be the "true" Haymarket monument.
It is inscribed with the last words of August Spies, "The day will come when our silence will be more powerful than the voices you are throttling today." George Engle, Aulbert Parsons, Spies, Adolph Fischer and Louis Lingg are buried in the plot that contains the statue. Later, 2 of the surviving men who were sent to prison over the protest, Michael Schwab and Oscar Neebe, were buried there when they died later.
Emma Goldman is also buried there, near the Haymarket memorial. As are a number of noted laber activists, socialists and anarchists. So many, that the area around the memorial was once jokingly referred to as "the Communist Plot" (maybe the only one that ever truly exsisted!).
For more info, check out this website:
http://www.graveyards.com/IL/Cook/foresthome/Scroll down to the section labeled "German Waldheim Cemetery (Forest Home Northeast)" and click on the thumbnails of the Haymarket Monument to go to those pages (The first in the series is in the 2nd row, two from the left).
If you ever decide to visit our little corner of the Midwest, I suggest coming in the spring (the city can get really hot in summer, not as hot as So. California, but uncomfortable to tourist around in) or the fall (before the winter sets in).
* Special thanks to my favorite Northsider, Chicago native and Dem O.B. for telling me about this.