Ohio River
The Wabash River forms the easter border of Illinois. I've noticed that the previous answer was the Ohio River. The Ohio River actually is what runs along the southern tip of Illinois.
The Wabash River forms the southern portion of Indiana's western border. The northern portion of Indiana's western border is simply a straight line marked on the map. The southern border of Indiana is also a river - the Ohio.
The Mississippi River forms the wavy western border of Illinois. And the Ohio Wabash River is the southern border of Illinois.
Mississippi River
none of the rivers form the southern border of Indiana, but the Ohio river forms the southern border of Ohio.
Ohio River
The Ohio River forms Ohio's southern border.
The Mississippi River forms the western border of Illinois.
The Ohio River forms the borders of West Virginia, Ohio, Kentucky, Indiana, and Illinois. The border terminates at the confluence with the Mississippi and the border with Pennsylvania.
The Mississippi River forms the border between Missouri and Illinois.
Rio Grande forms the Southern border of the United states.
The Mississippi River forms the western border of Illinois.