Illyrians settled in the Balkan peninsula at the end of the Bronze Age and the beginning of the Iron Age sometime in the middle to late second millennium BC, although, there is ample evidence of artifacts resembling Illyrian type that date much earlier.

Illyria was a name applied to the western part of the Balkan Peninsula.
The ancient historian, Appian, describes the Illyrians inhabiting the land beyond Macedon and Thrace from Chaonia and Thesprotia (western Greece) to the Danube River (Serbia) and extending west to Pannonia and the Adriatic Sea.
A more modern explanation would comprise the whole former Yugoslavia and todays Albania.

See how small was Serbia a genocidal nation in 1912
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However, the boundaries of Illyria were never clearly defined, artifacts of Illyrian type have been found on the eastern shores of Italy as well western Greece.
The Roman province "Illyricum" was not synonymous with Illyria. The boundaries often changed and included a far greater area than Illyria Proper.