COLORADO: Colorado taxes all unemployment benefits.

When filling out their 2020 Colorado income tax return, you must add back the amount of any unemployment compensation excluded from your federal taxable income under the American Rescue Plan Act. This amount should be added to Line 6 (other additions) of your Colorado return, along with any other addbacks required by law. In the explanation field, enter "Unemployment Compensation.

ILLINOIS: From the IDOR website

The Illinois Department of Revenue (IDOR) is currently reviewing the federally enacted American Rescue Plan Act of 2021, that includes a retroactive provision making the first $10,200 per taxpayer of 2020 unemployment benefits nontaxable for individuals with an Adjusted Gross Income of less than $150,000. 

IDOR strongly urges taxpayers who fall in this category to not file returns related to these changes at this time. Additionally, taxpayers who received unemployment benefits last year and have already filed their 2020 tax return should not file an amended return at this time.

MISSOURI: I can't find any information currently.