It really depends on the amount of damages. If this is a small claims type case (under $7500 in Nevada), you have to sue where the defendant resides in Nevada. Since they reside in IL, you can't use Nevada, and would have to sue in IL. But if the damages are over $7500, you could sue in the Justice or District court, which would probably have jurisdiction over the defendant, depending on your state's long arm statute (Nev. Rev. Stat. § 14.065).
Assuming that this is the $12,000 bag referenced in a previous post, your damages are in excess of $10,000, and therefore, the District Court would be the proper court. Whether the court has jurisdiction over a defendant is very fact specific, and you have good facts that indicate Nevada would have jurisdiction over the defendant. However, additional information is needed, and you should consult with an attorney.