This is one of those things we never think about, hear about or even imagine I'd bet, but the financial benefit must be worth the risk for some in Illinois. It is illegal for liquor stores in Indiana to supply liquor stores in Illinois (largely Cook County) but it's happening more than we might believe. Liquor taxes are five times higher in Cook County than Indiana which is a substantial amount of money, worth a trip for many Chicago area liquor stores.
It doesn't appear as though it is against the law for Indiana stores to sell the products and business is, as one retailer said, gangbusters. Problem seems to be there are only 16 liquor inspectors for the entire state of Illinois and thousands of stores.
Indiana is very close to the Chicago area which makes it quite easy to do. I wonder if similar things go on Missouri to Metro East since liquor taxes are much less in Missouri.