In 2002, Sufjan Stevens declared his intention to record an album for each of America’s 50 states. He never made it past this second attempt, presumably because it would be nearly impossible to realize the concept so perfectly ever again. Here, he folds Prairie State iconography into brutally intimate narratives as effortlessly as he builds simple, folky foundations into exquisite orchestro-rock excess. Illinois is an audacious spectacle, offering up grand anthems (“Chicago”) one moment and sympathetic laments for serial killers (“John Wayne Gacy, Jr.”) the next.