How do I un-file a state tax return? I live in Wisconsin and work in Illinois. I never file Illinois state but Turbotax made a return for Illinois.

Because Illinois and Wisconsin are 'reciprocal' states, you don't have to file an Illinois return if you work in Illinois but live in Wisconsin.

If Illinois tax was withheld on your wages, TurboTax may suggest you file a Non-Resident Illinois return.  This would  be needed if they were not 'reciprocal' states.

You can delete the Illinois state return; you don't have to file it.

Click on the STATE tab in the left menu; at the 'Status of My State Returns' , choose Delete (screenshot). 

More info:

https://ttlc.intuit.com/replies/4776822