A family lawyer in Michigan has had 5 parental kidnapping cases this past year alone (!). She blogs on a new GPS tracking "wristwatch" that you can put on your child if you fear kidnapping. This wristwatch has an alarm that goes off if anybody tries to remove it.
If you live in Chicago, Illinois, there could be legal problems (invasion of privacy or interference with parent-child relationship) if you take this approach without court authorization. Thus, I would recommend consulting a lawyer before putting any tracking device on your child.
