They were living in Menard Co., IL, in the 1900 census.  Did they move back to Ohio?  Of did Henry really die in Ohio?

— born in IL:
6.  Harry P. CUPP, b. Sep 1884
7.  Paul W. CUPP, b. Jun 1886
8.  Marie B. CUPP, b. Oct 1893

1.  LDS.  Family Search: Internet Genealogy Service:  IGI - International Genealogical Index (online at FamilySearch.org).

Henry Franklin CUPP Birth: 25 Oct 1845, Augusta, Virginia Father: Joshua CUPP; Mother: Catherine KIRACOFE Source: patron submission

Henry F. CUPP Spouse: Mary C. WEAVER Marriage: 24 Sep 1868, Allen, Ohio Source: Marriage Records, 1831-1917. Ohio. Probate Court (Allen County)

2.  1870 Census Images (online at Ancestry.com; Image #36 of 37):  Lima P.O., German Twp., Allen Co., OH, p. 342B, PN 36, 261/262, enumerated 9 Aug 1870 (extracted by Diana Gale Matthiesen):

Cup Henry F	24	M	W	Farmer	4000	260	Virginia
"  Mary C	22	F	W	Keeping house			Virginia
"  Annetta L	11/12	F	W	At house			Ohio	Aug
Wagner Albert	16	M	W	Farm laborer			Ohio

3.  1880 United States Census and National Index (LDS Family History Resource File: CD-ROM Library):

Census Place: Bath, Allen, Ohio
Source: FHL Film 1254990; NARA Film T9-0990; Pg 407A
	Relation	Sex	Marr	Race	Age	Birthplace	Occupation	Fa	Mo
Henry F. CUPP	Self	M	M	W	35	VA	Farming	VA	VA
Mary C. CUPP	Wife	F	M	W	33	VA	Keeping House	VA	VA
Nettie L. CUPP	Dau	F	S	W	10	OH		VA	VA
John W.A. CUPP	Son	M	S	W	7	OH		VA	VA
Joshua F. CUPP	Son	M	S	W	5	OH		VA	VA
James W. CUPP	Son	M	S	W	3	OH		VA	VA
Homer CUPP	Son	M	S	W	8M	OH		VA	VA
Annie WEAVER	Other	F	S	W	18	OH	Servant	OH	US
William R. DEPUTY	Other	M	S	W	20	VA	Works On Farm	VA	VA
Lydia P. MCCRAY	Other	F	S	W	36	OH		PA	OH

4.  1890 Census:  was destroyed.

5a.  1900 Census Index/Microfilm (online at Genealogy.com):  image not readable.

5b.  1900 Census Images (online at Ancestry.com; Image #29 of 42):  Petersburg, 2nd Precinct, Menard Co., IL, p. 229A, SN 15A, SD 11, ED 76, enumerated 1 Jun 1900.  Image hardly readable.  Henry and Mary are still alive with a number of children, grandchildren, et al. in the household.

6.  Anon.  1875.  Historical Atlas of Allen County, Ohio. H.H. Hardesty & Co. Publ., Chicago, IL (transcribed by Diane Mancini for the Ohio Biographies Project online at RootsWeb.com):

Bath Township... HENRY F. CUPP's parents, Joshua and Catharine, were both born in Virginia.  His mother died in 1863.  His father still resides in Rockingham County, Virginia, where Henry F. was born, October 15, 1845, and where his wife, also, was  born, September 21, 1847.  They were married in 1868, and have three children--Nettie L., John W.H. and Joshua F.  Mrs. Cupp is Mary C., daughter of John and Sarah Weaver, who came to Allen County from Virginia in the year 1840.  Their children are Mary C. (Mrs. Cupp), Hannah E., Sarah V. (Mrs. Henry Irvine), Samantha L., Olive B., Frank, Louisa, Liddie, Melissa and J. William.  Mr. Cupp has four brothers--John W., R.F., E.C., L.P. and H.S.

7.  WorldConnect / Ancestry World Trees (online at RootsWeb.com/Ancestry.com).