On the Chicago Cubs website, the security page that lists items that can and cannot be taken into Wrigley Field does not list umbrellas on either list. It's probably safe to assume that umbrellas can be taken in, but it should be verified with a call to Wrigley Field.
The Chicago Cubs website is linked in the Related Links.
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Backpacks of a certain size are allowed in Wrigley Field. Backpacks smaller than the size limit of 16"x16"x 8" are allowed.
Yes. Umbrellas are permitted at Yankee Stadium, as long as they do not interfere with other fans watching the game.