Question about licensing. Cross state

Hi there I was hoping someone could tell me if that if I live in a state (Illinois) on the edge right next to another (st.louis MO), should/must I be licensed in the other state to work there. Or would I be able to work there with my home state licensing. (I'm pretty sure st.louis has its own stuff as well if that would cause problems that you could think of any tips would be great.) Thanks!