I noticed the Census Flow Mapper for 2018 came out sometime recently which shows inbound and outbound between counties in the US. I put together data based on which metro areas and states people moved to the Chicago MSA from in 2018. This is a study so there's a margin of error.
https://flowsmapper.geo.census.gov/map.html#
2018, number of people who moved to Chicago MSA from MSAs located outside of Illinois
1. NYC MSA: 7307 people
2. Los Angeles MSA: 4753 people
3. St. Louis MSA: 4479 people
4. Indianapolis MSA: 4319 people
5. Milwaukee MSA: 4122 people
6. Washington DC MSA: 3531 people
7. Atlanta MSA: 3271 people
8. Minneapolis MSA: 3049 people
9. Detroit MSA: 2899 people
10. San Francisco MSA: 2865 people
11. Boston MSA: 2677 people
12. Phoenix MSA: 2587 people
13. Dallas MSA: 2569 people
14. Miami MSA: 2534 people
15. Houston MSA: 2518 people
16. Madison, WI MSA: 2098 people
17. Cincinnati MSA: 2011 people
18. San Diego MSA: 1928 people
19. Virginia Beach MSA: 1745 people
20. Denver MSA: 1723 people
21. Philadelphia MSA: 1616 people
22. Seattle MSA: 1607 people
23. Nashville MSA: 1579 people
24. Cleveland MSA: 1515 people
25. Charlotte MSA: 1462 people
2018, number of people who moved to Chicago MSA from states not named Illinois
1. Indiana: 24,562 people
2. Wisconsin: 14,737 people
3. California: 13,693 people
4. Texas: 9532 people
5. Florida: 9106 people
6. Michigan: 8804 people
7. Ohio: 6788 people
8. New York: 6428 people
9. Missouri: 4994 people
10. Virginia: 4627 people
11. Georgia: 4356 people
12. Iowa: 3904 people
13. Minnesota: 3825 people
14. Pennsylvania: 3712 people
15. Arizona: 3666 people
16. North Carolina: 3486 people
17. Tennessee: 3408 people
18. Massachusetts: 3398 people
19. Colorado: 3342 people
20. New Jersey: 2833 people
21. Washington: 2260 people
22. Maryland: 2166 people
23. South Carolina: 1481 people
24. Puerto Rico: 1428 people
25. Nevada: 1425 people
2018, number of people who moved to Chicago MSA from MSAs all or mostly located within Illinois
Champaign: 3657 people
Ottawa: 2678 people
Rockford: 2554 people
Peoria: 1909 people
Davenport, IA: 1329 people (mostly located within Illinois, but not 100%)
Springfield: 1296 people
Carbondale: 1226 people