Is it legal for them to ask this during an interview?

Illinois: I was applying for an entry-level management position, & sent in my resume. When I arrived at the office they asked me to fill out a form including two questions that I wasn't comfortable answering (which made me question the employer).
1) Fill in your birthday (I'm 25)
2) Are you married?
I answered question one, and simply wrote "Will not affect my work" in the second. I then went into the actual interview and was verbally asked "Are you married?". Is this legal?

Both questions are legal.

It is illegal to use the answers to these questions in making hiring decisions. Because of this, it is not the best business practice to ask them. However, nothing in the law forbids asking the question, as long as the answer is not used in making the final decision as to who is hired.

BTW, marital status is not protected at the Federal level. Illinois, however, is one of a handful of states that does offer such protection.