You are legally married in the State of Nevada, the State of Illinois recognizes the marriage in Nevada. I assume there are no circumstances that would render the marriage in Nevada not legal -- bigamy; under age of one of the parties; etc.
Disclaimer: This answer is provided as a public service and as a general response to a general question, it is not meant, and should not be relied upon as specific legal advice, nor does it create an attorney-client relationship.
