I think that such an agreement would most likely be prohibited by the Constitution, because it would also require permission from the state of Illinois.
Powers Prohibited of States
U.S. Constitution - Article 1 Section 10
No State shall enter into any Treaty, Alliance, or Confederation;...
...
...No State shall, without the Consent of Congress, lay any duty of Tonnage, keep Troops, or Ships of War in time of Peace, enter into any Agreement or Compact with another State, or with a foreign Power, or engage in War, unless actually invaded, or in such imminent Danger as will not admit of delay.