What state do I file a child support order

by Mary McDonald
(St Louis, Mo, USA)

I am from Illinois, and gave birth to my child in Illinois and her farthers still lives in Illinois, I now live in Missouri coming up a year in Feb. I tried to file about to the 3 times and got no where due to the fact that my application never got proccessed or maybe not recived not quite sure on what happened but I want to know can I file in Illinois or do I have to file in the state where i live