Employer moved to a different state. They didnt pay my vacation time and they never paid me over time. What can be done to sue them?

you can sue either the actual company (employer) or the owner(s) of the company.  So if at least one of the owners is still in Illinois you can file a lawsuit in Illinois even though the employer company may have moved.  If no one is in Illinois, you can still file a lawsuit but it gets more complicated.  Either way, you should contact an attorney