Do I file Both IL and IN State tax returns?

Residency in Indiana is established by registering to vote, enrolling a child in school, paying taxes, or living in the state for 183 days without a residence in another state.

If you did not meet these requirements, you would not need to file an Indiana return as a resident. 

If you earned income in Indiana, you may be required to file an Indiana non-resident state return.

IN.gov

What if the income is all pension and social security income. No wages earned.

Here is what the state of IN says.

Part-Year Residents and Full-Year Nonresidents

• If you were a part-year resident and received income while you lived in Indiana, you must file your Indiana income taxes.
• If you were a full-year nonresident of Indiana, but received any income from Indiana sources, you must file your Indiana income taxes.

@ashlexr