Physostegia?

Here is a link that might be useful: Physostegia

How many flower petals does it have? That will help narrow down the possibilites a lot.

Could it be Swamp Lossestrife, Decodon verticillatus?

Here is a link that might be useful: Google image results

the links were helpful but no and no to both.
I am working on some pics to simplify things a little.

(applause applause, cathy!)

I noticed this morning that the stalk that I brought home (Ill scream if this is a rare bird) looks like it just came from a cutting garden an hour ago, despite the fact that it rode home with me on my bike over 15 miles of waterless bouncing plant torture in my sweaty gloved fist. I'd love to have this in my yard if it's a native!

I'm posting this pic for Dirtgirl.
I have a big book on perennials, but nothing looked exactly like this. The closest guess was....gas plant, loosestrife, penstemon, or maybe a type of lobelia. Or erysimum.....but that one is zone 7. Hopefully this picture will help solve the mystery. Unfortunately, I don't know how to enlarge the picture. Its pretty small.
In case you can't see the blossoms well, there are 4 petals. The side ones are small and the top and bottom ones are larger and fan out.
{{gwi:278526}}

Might be one of the purple fringed orchids. If so it may not transplant well and could be fussy about growing conditions.

You might be onto something there lycopus. I am able to see Dirtgirl's pic up closer than I could post it. The upper and lower petals do have a bit of fringing, but I can't see any on the side petals. But pics of it on the internet seem to be the closest to anything else I've found yet.
What do you think dirtgirl?

I will have to poke around and google them, but it would not surprise me. Cathy says there are 4 petals but it actually looks almost like there are 6, only what looks like extra petals to me might be just two highly convoluted extensions.

No kiding, the first thing I thought when I saw it was butterfly orchid.
All the petals show a decent degree of fringe except the top one, which is just scalloped.
And I totally forgot to mention that this is in southern Illinois.

What was the link to the one you thought resembled it the closest, Cath?

Here's a pic of it from the internet. Your's was more pink and didn't seem to have much fringe compared to this one, but it was the same shape and the upper petal looked similar too.
I had no idea that "orchids" could look like this! Cool!
Find out how to propagate them!

Here is a link that might be useful: purple-fringed orchid

crap!

It looks the most like greater or lesser purple fringed, but the greater isnt supposed to be in Illinois, and the lesser is here but ENDANGERED.

Don't tell me I picked a %!@#$#@$ endangered flower. I can't stand the thought...

I know a fellow who is a birding nut who is close friends with an orchidophile/ photographer. Looks like I need to give him a buzz and find out for sure what this is and then take steps to make sure it's protected. The ditch got mowed just a few days back and a third of them are gone now.

Try not to be too hard on yourself dirtgirl.
According to some maps I saw, the lesser is in Illinois and the greater is pretty close to southern IL in Tennessee. Sometimes because of weather (hurricanes, drought,etc.) birds end up in places they're not usually found, so maybe a bird ate some seeds further south and deposited them in your area.
I have the feeling there are probably more of those flowers around there that you just haven't seen yet.
Hopefully once you protect it, it will begin to grow into more areas.
Can you call a local university and talk to someone in their horticulture department?

http://plants.usda.gov/java/profile?symbol=PLPE&photoID=plpe_002_avp.tif

SOLVED.

Got in touch with the orchid guru and I am relieved to say that while picking ANY wildflower is a pretty bad no-no, in this case it wasn't as bad as it could have been.
It's a "purple fringeless orchid", platanthera peramoena.
and not as troubled as the populations of the fringed.

byw, the fringeing is still there, just not as pronounced as in the other.

I will try to get pics of the plant in situ next time, but you have seen how bad my pics can be!

The pic in that link really looks like your pic Dirtgirl.
Its funny that we couldn't find "fringeless" along with the "frined" variety.
Looks like its here in Indiana too. I'll keep my eye out for it.
Glad you solved your mystery!