why is Illinois such a heavily blue state

[mileslunn]

That is easy to explain - considerably more urban than neighboring states and a larger minority population.  Wisconsin, Iowa, and Minnesota are totally different as they are somewhat similiar to northern Illinois outside Chicago but you don't have nearly as strong and rural/urban split and likewise amongst the white vote, the Dems tend to do much better.  When compared to Indiana, Ohio, and Michigan; an easy way to look at it is remove Cook County from Illinois, leave Indiana as is, remove Cuyahoga County from Ohio, and remove Wayne County from Michigan and I suspect you would find the results are pretty close.  Likewise the only reason I think Obama does better amongst white votes in Illinois then those other three states is due his strength amongst whites in Cook County.  I suspect Romney probably got close to maybe even over 60% of whites outside Cook County whereas I suspect Obama won the white vote in Cook County by 10-15 points.  Also Illinois has the highest African-American population of any Midwestern state and its Hispanic population is substantially larger than any neighboring state.