Well, I've done a little research on this topic since I posted it, and have some thoughts about it. The Monon had (I believe) seven limestones stations on the railroad and none of them had (as far as I can tell) any windows or doors that matched this arched stones.
The Monon used joint stations in Chicago, Indianapolis, and Louisville, and again, the door and window configutions at Indianapolis or Louisville don't appear to match either.
However, they do appear to match Dearborn-Polk St. station in Chicago before it was remodeled following the 1922 fire. Since the stones are in an Illinois museum, I think the possibility exists that they may have come from that station. I am still looking, and I hope to eventually find clear photos that would show any of these stones if they were a part of that building. Certainly a station as important as Dearborn-Polk St. should have a multitude of historic photos filed away in collections somewhere that could confirm or deny this possibility. / Ron
PS, another possibility, of course, is that they may have come from a Monon office building in one of the larger cities, but I haven't found any information to suggest that.