We have two houses I live and work in Ohio my husband lives and works in chicago how do we file taxes?

I assume you file jointly for federal tax purposes. For state income taxes, (1) your husband can file his IL state tax as Married Filing Separately - see: Filing Status (http://tax.illinois.gov/Individuals/FilingRequirements/FilingStatus.htm) and (2) for Ohio you would have to file jointly and report his income as well as yours, but then take a credit for taxes paid to IL.