At closing you sign a HUD-1 form which lists all the cost to you and the seller. This is a federal requirement. With the HUD-1 the escrow closer or title company should give you copies of all the checks written out. The title company figures out what are the State & County stamps and states it in the report.
Please put it to your attorney's attention. I am sure that Fannie Mae is exempt from village stamps. I believe they even have a rider that confirms that. I was at a closing once (property sold in Des Plaines) when the buyer's attorney was able to save $450 from the closing cost by opposing this charge. As you can see, that can be done even at the closing table.
Eve, since you're buying a foreclosure, it's not uncommon that you pay the seller portion of these transfer stamps...like I said on the other answer chain, if it's a good deal, don't worry about these extra costs. You'll make up for it in equity gained.
Eve, I agree that it's never inappropriate to ask. There should be documentation on everything that you pay for at closing...most of which will come from a Good Faith Estimate from your lender (if you're not paying cash). State transfer stamps in Illinois are $1.00/$1,000 of sales price and county stamps are $0.50/$1,000...these are typically paid by the seller. Each municipality may also have a transfer tax that they levy...and it could be paid by buyer or seller (the municipality determines that). Google something like "Illinois municipality transfer taxes" and I'm sure you'll find a list of all the stamps to be paid.
It is never inappropriate to ask someone you pay for the receipts. It is not a sign of trust either... Stamps usually run below $500, depending on the town. If you buy a bank owned property from Fannie Mae or Freddie Mac, they are nationally exempt from paying for stamps.