Rocky Mountain Chocolate Factory 512 Orland Square Dr, Orland Park, IL60462 Rocky Mountain Chocolate Factory sells premium chocolate candies and other sweets. You can choose from truffles,…More brittles, barks, fudges, dipped pretzels and other candies. Fudge, dipped fruit, pralines and caramel apples are made in the store. There are more than 20 varieties available, including cinnamon roll, almond roca, cheesecake, and cookies & cream. This branch of Rocky Mountain is located on the upper level of Orland Square Mall, near Macy's.