Unless its used in the act of a crime.
As far as I know Illinois has no such general law regarding use in the furtherance of a crime. Some States do. It may be some local governments do. Chicago has supposedly a few times charged people with using a scanner. I'll have to look through the statues, I'm curious. I didn't see anything in this regard in the criminal code, section 720 nor the vehicle code, section 625. An exception is 720 ILCS 5/17-9 which makes it illegal to use radio, transmitting or receiving, for the purpose of personal gain from the public aid system though public or private mail delivery services. You can't use the scanner to cheat on public aid benefits, seriously.
However, and I'm not sure about this or how it could be applied, but Illinois has its 'hands free' rules. If operating your scanner while driving is 'operating a radio communications device' well...
Yes it's legal to use a scanner portable on your person or in a vehicle.