I don't know how relevant that is, but Indiana was historically quite strongly for the Democrats until Lincoln won it in 1860. After that it was a bellwether during the Gilded Age. So it seems as if it was a bit more border state-ish and a bit less solidly Republican Midwestern in its voting patterns until WWI.
Before the reign of Republicans, Indiana was practically a Southern state. The same goes for Southern Illinois. Both of them went for Buchanan in 1856. It was a state like Indiana that really didn't want to fight a war just for the sake of slaves. During the Gilded Age, it was possible for a Democrat like say, Grover Cleveland, to win the state by pretty solid margins. I'd agree that it's around WWI that it started going solidly Republican.
