Illinois State Route 37 runs north-south in South-Central Effingham County. This is the northern most county it passes through. IL St Rt 37 passes through the following towns in Effingham County. Watson Mason Edgewood IL St Rt 37 is not multi-plexed in Effingham County. IL St Rt 37 intersects the following highway in Effingham County. U.S. Rt. 45, near Watson.