Hi Cheri,
Counties are sort of touch and go on information. I know at the Illinois Marriage Index, some marriages past 1900 are showing up. I see Effingham has some at least into the 19 teens. Individual counties may have marriage books. Often you can go to that county's Illinois Trails or GenWeb site, or other genealogy site, and search the volunteer "lookups" page to see if there is anyone volunteering to do lookups in that particular book (google works well to find sites). But please don't assume we live in or near that particular county, or even in Illinois. It only means we have that book...and probabaly wouldn't own it if we lived close enough to search the actual records for ourselves.
As you may have noticed in a later message, Cook Co. has births and more. Again, googling may help you find counties that post such info.
I have found some later births by searching newspapers through my Ancestry.com subscription.
Again using Google will help locate information.