Is Rodin's statue, the Thinker, at the Art Institute of Chicago?

A model is. But the original statue is in Paris.

There is a Rodin sculpture of Balzac in the impressionist wing.

Original is in Rodin museum in Paris.

The original is at the Rodin Museum in Paris and it's huge. He made several copies/variations of many of his statues.

Paris

No, that would be Paris.