I’ve come across a liquor I’ve never heard of before that’s made in Goa, India called Fenny (or Feni) . It’s either made from coconut or from cashew apple. In my never ending quest to try new booze, I’d really like to sample some. My two questions are:
1.Has anyone ever tried it, and if so would you recommend trying it?
2.Does anyone know where to get some in or around Chicago?
My online searches have turned up nothing more useful than the Wiki link shown above.
I don’t think you’re going to have any luck finding it in the U.S.; I’ve only ever found a handful of Indian beers, never mind anything else. It’s my understanding that trade regulations/taxes make it really, really difficult to even ship liquor between Indian states, never mind export it commerically abroad. I once tried a Goan liqueur that was absolutely delicious (can’t remember the name now), and asked my host (in Delhi) where I might get a bottle… and the answer was that I couldn’t, unless I went directly to Goa.
Of course, you could look at your quest as a good excuse to visit Goa and carry a few bottles home in your suitcase, and sell some to the rest of us who’d like a sample too. 
If Sam’s doesn’t carry it, chances are pretty good it isn’t available in the U.S. Or you could try walking up and down Devon Avenue asking restaurant employees, shopkeepers, and random strangers until you find someone who knows where it’s sold in the U.S. Even if you don’t find it, at least you’d be surrounded by yummy Indian food. 