If you are mailing your Illinois return in, you do need to attach copies of your W-2s. You generally need to send a copy of any form that documents Illinois taxes were withheld.
If you have social security or other retirement benefits, you need to attach a copy of page 1 of your Federal tax return. If you have taken credits on line 16-18, you will need to attach supporting forms. If you have payments and credits listed on lines 28 - 29, you should attach a supporting schedule. If you have any Schedule M items, you will attach a copy of the Schedule M for Illinois.
