Maybe Cleomaceae, clammy weed, Polanisia? Were there seed pods, and if so were they pointing up or hanging? Compare to Polanisia jamesii.

I took new photos that show the flowers better. Arranged alternately at the top of a leafless stalk.

Quite attractive looking. The leaves reminded me of Oenothera at first.

It does look a bit like Polanisia as Jay suggests. There aren't any seed pods and the flowers are not in clusters.

Jay-I think you nailed it. Oenothera gaura is a dead ringer from what I see. But what is it doing so far out of its range?

I changed my mind after doing some more reading, especially from Illinois Wildflower site.

This more than likely is Gaura biennis which I started from seed last year, and totally forgot about. I hope I didn't pull most of them up thinking they were a weed!

Hopefully I can get new seedlings from the seed started each year.

This is a pretty plant.

Now-for some more confusion, According to Prairie Moon Oenothera gaura and Gaura biennis are the same thing!!! Who knew?

The genus Gaura was lumped into Oenothera. Oenothera gaura and Gaura bienis are synonyms. It ranges into Minnesota. There are several Minnesota observations on i naturalist. It's biennial.