I work in Illinois, but my wife works in Wisconsin Illinois and Wisconsin

Some clarification is needed to correctly answer this question correctly - 

1. What is your resident state? I am assuming Illinois. 
2. Are Wisconsin taxes being withheld from your wife's job? 

Wisconsin has a reciprocity agreement with Illinois. A reciprocity agreement provides that residents of Illinois working in Wisconsin will be taxed on income earned as an employee by their home state and not by Wisconsin. The opposite would also be true (resident of Wisconsin and working in Illinois). 

If no Wisconsin tax was withheld from your wife's pay, then you do not have to file a nonresident return. However, if Wisconsin tax was withheld, then you will need to file a nonresident return to get a refund of state tax paid. However, you would indicate during the state interview that the entire amount would be taxed by your resident state and no income would be sourced to Wisconsin. 

For states with reciprocity agreements, you cannot take a credit of taxes paid to the other state. Therefore, you would get a full refund of Wisconsin tax withheld and owe Illinois for state tax that was due to your resident state. All income received by a Illinois resident is reportable to Illinois regardless of where it is earned. 

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