I don't know of anywhere around here but would like to hear any suggestions. Probably need to get south of Indy (like Hossier forest) to find any open state land.
Chain of lakes state park has off site camping available. I think it is mainly for boat people. I camped on a small island there before with just myself and my guest.
I've searched and searched online for somewhere NWI and haven't been able to find anything. I'm still going down to the Charles Deam Wilderness in Hoosier National. A much longer drive for you, but I expect you'd find it worthwhile.