working in one state while living in another

i am looking to move near the missouri illinois border my potential job would be in Missouri but my potential apartment would be in illinois. how does that work for filing taxes? another thing i was wondering was i think if i were to use a paycheck calculator for state and federal i would use a Missouri one since that is the state the job is present in right? this is my first time moving and am trying to figure this stuff out before i make the jump