Illinois lawmakers, lobbyists, reporters and secretaries packed the tunnels beneath the 120-year-old Capitol for about 45 minutes as powerful wind, hail and rain pelted Springfield.
"It was extremely hot down there ... I was concerned about some people being overheated," said Rep. Bill Black, R-Danville.
Aides said Gov. Rod Blagojevich was in a secure location.
The National Weather Service had not confirmed several reports of tornado touchdowns in central Illinois. There were no reports of injuries.
In Indiana, high winds caused heavy damage to an Indianapolis apartment complex.
Rescue workers combed through the apartment building on the city's east side early Saturday looking for residents who might be trapped. Television reports showed injured residents being helped onto stretchers.
High winds were estimated at upward of 70 mph downed trees and power lines throughout the state, leaving tens of thousands without electricity. A teenager in Rochester, about 40 miles south of South Bend, was taken to a hospital after he was struck by lightning, authorities said.
In Springfield, the state House returned to work briefly, then canceled the rest of the evening's session amid worries about another storm front in the area. There was no immediate word on the Senate's plans.
ComEd said 20,800 customers were without power in northern Illinois, down from a high of 69,000. Duke Energy reports about 7,000 customers are without electricity, with most of the outages in Tippecanoe and Wabash counties.
Winds in the region were enhanced by a string of thunderstorms, said weather service meteorologist Stephen Rodriguez. Gusts up to 60 miles per hour were reported near the Wisconsin state line.