I am an Illinois resident. I worked part time in Indiana for 5 months in 2008. I have my W2 for this job. How do I file, and what form do I fill out?

For Indiana you need the IT-40PNR form, which is for non-residents and part-year residents:
DOR: 2008 Individual Income Tax Forms (http://www.in.gov/dor/3910.htm)

IN taxes you on your wages earned in IN. Complete this before you do your IL taxes, because IL will tax you on all your income and then give you a credit for the taxes you have to pay to IN.