 Many of the lyrics in Illinois make references to persons , places , and events related to the state of the same name . " Concerning the UFO Sighting Near Highland , Illinois " is about a UFO sighting by police officers near Highland , Illinois , where several persons reported seeing a large triangular object with three lights flying at night . " Come on ! Feel the Illinoise ! " makes reference to the World 's Columbian Exposition , which took place in Chicago in 1893 . 
