If you are interested in daily and monthly weather records, there are a few excellent web sites that can help.
NOAA National Climatic Data Center
The NCDC site http://www.ncdc.noaa.gov/extremes/records/ allows you to look at daily, monthly, and all-time records for sites in a selected state. Records include temperature (highest high, lowest low, etc.), precipitation, and snowfall. The report for March is especially interesting with 352 broken records and 52 tied records for sites in Illinois as of March 27. See the link to the PDF below:
Report from NCDC on record highs set in March 2012
Weather Underground
The folks at weatherunderground.com has a similar page as the NCDC site with slightly different interface and output at http://www.wunderground.com/climate/extremes.asp.