If you are paid on a W-2 from an Illinois employer, you can file a Non-Resident Illinois State return and report all your income and taxes withheld there.
Prepare this return first, before your Indiana Resident return, where you also report all your income.
Indiana will give you credit for taxes you paid to Illinois, so you will not be double-taxed.
Ask your employer if they can withhold Indiana taxes for you, so you won't have to file two returns.
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