We would need to know more information. For example:
1) Did the alleged violations or damages occur in MO or IL??
2) How are two states involved?? Did heu live in MO and move to IL? or is the company based in MO and he working in IL? Etc.
3) What is the basis for their claim of damages?
We need to know these things in order to determine jurisdiction, both judicial and statutory.
The quick answers to your question, assuming that the judgment is valid, are:
1) If the MO court judgment is default, then it is much harder to pursue your assets in IL. In fact, IL will NOT accept a judgment from MO if you were not served in the state of MO.
(735 ILCS 5/12-622) Personal jurisdiction over defendant.
"(a) The foreign judgment shall not be refused recognition for lack of personal jurisdiction if
(1) the defendant was served personally in the foreign state;"
2) Neither MO or IL are community property states. This means that the judgment creditor can, unless you are a party to the suit, only go after the debtor directly. He cannot sieze your, or your childrens, assets. The creditor can go after the debtors portion ONLY of any joint accounts.