Married couple with income in 2 different states

It depends.

I recommend you review your input in the following sections to ensure the amounts are pulled through correctly in each state.  

You will make your entries in the "My Info" section of TurboTax. 

Confirm that you have entered the correct state information: 

1. Click "Edit" to the right of your name 
2. Confirm your input under #2 "Tell us the state(s) you lived in" 
3. Do the same for your spouse if you are married filing jointly. 
4. Go back to the personal information section, and verify the mailing address and "Other state income" section. You would enter Missouri in this section. 

You will then go to the state interview section.

Prepare the Nonresident Missouri state tax return first. Answer the questions carefully to ensure only the income earned in Missouri is taxable.

Once you have entered all of the MIssouri information, then start your Illinois return.  This will ensure you receive any credits for taxes on income which may have been taxed in both states. 

You will need to complete the section in your Illinois return for taxes paid to another state. 

1. Go into the state interview section for Illinois. 
2. Select Credits or look for the screen that says Take a look at Illinois credits and taxes. 
3. Select Credit for taxes paid to another state under the Personal, home, and family credits section.  You should see Missouri show up now.  Since your wages in Missouri are also taxed in Illinois since you are an Illinois resident, you are entitled to a credit for the taxes paid in Missouri.