gambling winnings at out of state casino

I live in Indiana, but hit a small jackpot at a casino in Kansas last year.  Nothing major, but they gave me a tax form when I won.  I understand that I have to declare this income, but will I have to file a state income tax form in the state where I won?  Also, what is the best method of documenting gambling losses?  I guarantee that I didn't come out ahead, but I don't normally itemize.

 

Thanks,