MMSI is the Military Miniature Society of Illinois, their website is at:
http://www.military-miniature-society-of-illinois.com/ . They host an annual show in Schaumburg, referred to as "the Chicago show" (not to be confused, though, with the other Chicago show, which is a toy soldier show, held at the end of September), which is usually held around the middle of October. If you're in Cleveland, it's not too bad of a trip.
You're also about as far from our show, the MFCA (Miniature Figure Collectors of America) show, which we hold in the spring, and for one more year, at least, at the Valley Forge Casino Resort.
The Long Island Historical Miniature Collectors' Society just held their annual show last weekend, in Freeport, NY. Their website is here:
http://longislandmodelsoldiers.com/index.html.
And the National Capital Model Soldier Society (NCMMS) holds their annual show in September. Their website is at
http://www.ncmss.org/
Those are all clubs here in the East Coast or Mid-Atlantic region. There is also the SCAHMS show in California, and the Atlanta Miliatry Figure Society's show, are a little further afield and you might consider flying to those, though, if you have time, there's nothing wrong with a road trip.
Hope that helps, prosit!
Brad