Resident of IL. I won some money from Harrah's Cherokee Casino in North Carolina & was issued W2G. Do I have to file a nonresident of NC? No NC withholding taking out.

I know I will be taxed on the gambling wages here in Illinois. I am just not sure since the money won in North Carolina was from a casino on a Indian Reservation, if I still need to file a North Carolina state return.  No state withholding was taken out in North Carolina from these winnings.

Thank you in advance for assistance.