Doesn't seem too suprising to me...many of the upper Midwest states do more often than not including your state in the last six presidential elections. Most people in IL live in bigger cities as well.
It's really the case of 101 of the 102 counties in Illinois voting Republican, and 1 voting Democrat, but that one is a game changer. Remember what Romney said about dependence on government handouts? In Chicago/Cook County that is absolutely true. Plus you have the Chicago Democratic Machine that invented and continues to refine voter fraud. They will dig up enough deceased voters to override the other 101 counties in the state. 2008 was the exception to this, with wider support for NObama, I suppose because he came from IL. It certainly didn't help that the Republicans didn't give them a viable alternative.
There are liberals everywhere, but the good thing is they're few and far in between here. Plus, Oklahoma liberals aren't really liberals, they're really moderates that feel like they are liberal in comparison to the general population, or they're third generation union members who have alot of conservative values, they just vote the way their unions tell them to. I learned that having just got away from a union shop. (thank God! ) Generally, Oklahoma is a pretty nice place to live!