did you e-file the original return (the physical w-2 is not submitted) or mail it (the w-2 should have been stapled to the front). what year? the problem if it was mailed is that when it was opened the w-2 could have been left in the envelope and discarded. With e-filing there should not have been a problem unless 1) the employer never sent the state/feds a copy or 2 you entered some bad info in Turbotax for the state section so Illinois can match it to its records.
as of now all you can do is wait to see what happens.