Harrison Poultry almost always has goose, but you'd have to call ahead if you want it fresh.
Harrison's Poultry Farm Inc
201 Waukegan Rd
Glenview, IL 60025
(847) 724-0132
For really fresh, you might consider a live poultry shop - could either be an important education or a life-changing trauma for Sparky. I'd call first to make sure they have geese in stock.
Chicago Live Poultry
6421 N. Western Ave.
Chicago, IL 60645
(773) 381-1000
John's Live Poultry
5955 W. Fullerton Ave.
Chicago, IL 60639
(773) 622-2813
I also see then on occasion at the usual grocery stops, but it's hit or miss.