Do I have to file tax return for my S corporation if we never formally filed the articles of dissolution?

Your question has two distinct and separate parts, the tax part and the Illinois Secretary of State part. First, the tax part. If you filed final tax returns, federal and state, specifically marked as "final", then your tax filing obligations as to the State of Illinois and the IRS should be at an end. As to the Secretary of State, you can file dissolution documents if needed at any time. However, if you did not file the corporate annual report or pay the associated fee, then it is likely that the Illinois Secretary of State has already dissolved your corporation. You can go to the Illinois Secretary of State's website and determine the corporate standing of your business here: http://www.cyberdriveillinois.com/departments/business_services/corp.html If the Illinois Secretary of State still considers your business as in good standing, you can still file the articles of dissolution. If it is already dissolved, you probably do not need to take any further action. Because these are separate and distinct issues, I would not file another tax return as you suggest below.

The IRS doesn't require a tax return (Form 1120S) from an inactive corporation without any assets (it would have all zeros the IRS doesn't want to waste time and effort on an essentially worthless piece of paper). The Ohio Department of Taxation and the Ohio Secretary of State will make automatic assessments of the taxes on an inactive corporation and will plague you with collection notices on the automatic assessment. To satisfy Ohio, file a Form D5 notice of dissolution or surrender. It's generally a good idea to formally dissolve the corporation to avoid having to deal with phantom tax issues.

Too many questions, and not enough information to form an opinion. Get an attorney and finish this off correctly.