Illinois is closer to Canada than to Mexico.
It is much closer to Mexico
Mexico by about 700 miles
I believe it is Mexico
Mexico is warmer as it is much closer to the equator than Canada.
Closer to Waterboro
The states that have a land border with another country are Alaska (Canada), Maine (Canada), Washington (Canada), Michigan (Canada), Minnesota (Canada), North Dakota (Canada), Montana (Canada), New York (Canada), Vermont (Canada), New Hampshire (Canada), Arizona (Mexico), California (Mexico), New Mexico (Mexico), and Texas (Mexico).
Ohio is closer to Maine than Illinois.
In geographic terms, bot are equally close, bordering the United States. If you mean on either cultural or socio-demographic terms, it is much closer to Canada.
Texas, New Mexico, Arizona, and California share borders with Mexico. Maine, New Hampshire, Vermont, New York, Pennsylvania, and Ohio border Canada.
With 2.16 million square kilometers (0.86 million sq mi) from Greenland vs. 1.96 million square kilometers (0.76 million sq mi) from Mexico, Greenland is approximately 10% bigger than Mexico.
The U.S. (both countries have a common border).