One generally files a divorce in the jurisdiction in which they are presently living, assuming the jurisdictional requirements of that state are met. In fact, meeting the jurisdictional requirements of the marital state 10 years later would be an impossible requirement.
For assistant in satisfying the Constitutional due-process requirements of notice to a wife whose whereabouts are unknown, you will want to rely on a local experienced family law practitioner.
Best wishes for a favorable outcome, and please remember to designate a best answer.
This answer is offered as a public service for general information only and may not be relied upon as legal advice.
Present residence, not location of marriage, sets where it is proper to file for divorce. You can file in your Illinois county. There are special rules if you are unable to locate your wife. You will be able to get divorced but certain property issues might not be addressed. You need a lawyer.
You can file for divorce in Illinois as long as you have maintained your Illinois residency for more than 90 days prior to your hearing for the divorce. If you truly do not know where your spouse is, you can have her served by publication. However, no property division will be made. Contact a lawyer to assist you.
Illinois has jurisdiction to dissolve the marriage, but the property and any child custody issues are not likely able to be litigated as these issues involve property in and residents of New Mexico. It seems as you will likely have to serve her by publication in a newspaper as you don't know here whereabouts. As I am often in Court call my assistant Dan London at 312-807-3990 to set up a private telephone consultation. At the consultation we can discuss the confidential details we need to craft a strategic plan. These details should not be broadcast over the Inernet.
This is a general answer and does not address the specifics of your individual case. To give the specific answer you need our firm needs you to come in for a consultation.
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