You would file a Part Year Resident return to Illinois, and a Part Year Resident return to Wisconsin.
Your spouse would file a Part Year Resident return to Indiana, and a Part Year Resident return (with you) to WI.
The tricky part if you file jointly is to indicate in your IL and IN returns that one spouse is a non-resident.
IL Dept of Revenue says: If you file a joint federal return and one spouse is a full-year Illinois resident while the other is a part-year resident or a nonresident (e.g., military personnel), you may choose to file "married filing separately." Do not recalculate any items on your federal return.
Here's info from Indiana Dept of Revenue on filing and instructions on How to File a Part-Year Resident Return.
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