It depends. You mention you had internships with both Illinois and Indiana, while attending a university in Ohio. An internship is considered a temporary absence that does not change your actual state residency. So the question is what is your true state residency? Is it Ohio? If so, Indiana and Ohio are reciprocal states (Illinois does not have a reciprocal agreement with either state), which would affect the type of return you would file in Indiana if that is the case.
Feel free to provide a little additional detail: What was your resident state while attending school in Ohio? We'll be able to help straighten out your state filing requirements based off of that.
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