The University of Chicago Library has a collection of numerous Illinois government documents both in paper and electronic formats, historical and current. All Illinois documents in the collection are listed in the Library Catalog. Links to other sources of Illinois government information can be found in this guide.
The D'Angelo Law Library also has a web page for state documents.
Photo (cc) by Les Stockton
http://www.flickr.com/photos/les_stockton/3640031216/in/photostream/
The Center for Research Libraries (CRL) located at 6050 S. Kenwood maintains an extensive collection of U.S. State Documents. CRL has more than one-half million volumes of monographic and serial publications of the U.S. states' governments, including financial reports and research studies through 1950. They also maintain a collection of legislative journals through 1990. Visit the CRL website to search the collection.