I have no clue how this POD can be done, but with a POD between 1776 and 1860, have Indiana secede from the United States and join the Confederacy.
Very difficult. You'd have to avoid the civil war being about slavery, which is next to impossible, or at least add another major factor in there.
Now, a small part of Indiana, near Kentucky, is plausible enough with some minor changes to the early expansion of slavery and Kentucky's political climate. They could secede from Indiana and join Kentucky. In that scenario, it would be likely that southern Illinois would secede as well.