You only go through immigration when you enter a country for the first time on a trip, not when you fly between airports within that country. So, if it's just a domestic flight between Chicago and Detroit then there's no issue here at all - you shouldn't have to go through any immigration lines or anything (just security when you check in), so it should just be a case of stepping off the plane at each end, going straight to baggage claim and then out of the airport.
Now, if the two airports were in different countries (i.e. you flew to Canada for the weekend), then you both would have to go through immigration each way (although I doubt this would be an issue anyway).