Each state has a different filing requirement. The worst is PA at $33. IL would not require you filing a return. The IL Instructions state:
a nonresident, you must file Form IL-1040 and Schedule NR if you earned enough taxable income from Illinois sources to have a tax liability (i.e., your Illinois base income from Schedule NR, Step 5, Line 46, is greater than your Illinois exemption allowance on Schedule NR, Step 5, Line 50)
You can contact the Department of Revenue for the other states filing requirements.
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