State tax filing

 If you were a nonresident of Illinois during the entire tax year, you must complete and 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 is greater than your Illinois exemption allowance on Schedule NR), or are entitled to a refund of Illinois Income Tax that was withheld from your pay in error.

See the links below as sources.  The IL exemption allowance is approx $2,175 depending on your filing status, so an IL Non-Resident return is required to be filed. 

http://www.revenue.state.il.us/taxforms/IncmCurrentYear/Individual/IL-1040-Schedule-NR-Instr.pdf

http://www.revenue.state.il.us/TaxForms/IncmCurrentYear/Individual/IL-1040-Schedule-NR.pdf

http://www.revenue.state.il.us/QuestionsAndAnswers/851.htm