Yes, you need to file an IL tax return. IL requires that any IL resident who has to file a federal return must also file an IL return. Your military active duty income (and any retirement income you received as an IL resident) must still be reported to IL, even though they won't actually be taxed. Technically you were a resident of IL while you were still on active duty. If, following your retirement, you still maintained your domicile - your main, permanent home - in IL , and your stay in VA is just temporary, then you are a full-year resident of IL and a non-resident of VA.
However, if you have now moved your domicile to VA, or if you have lived in or maintained a place of abode in VA for more than 183 days of the tax year, then for 2018 you are a part-year resident of each of the two states. https://www.tax.virginia.gov/residency-status
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
