Obviously, without a person saying or doing something, it is impossible to know what they are thinking, so they couldn't be prosecuted, but are there any things that are illegal to think about in the US/Oregon? Of course, if there are, the answer would have to be just "yes," because giving or reading examples would be illegal.
There are not "illegal thoughts" in the abstract, but what you are thinking can make the difference between something being a crime or a basis for bringing a lawsuit, and actions being non-criminal or not a basis for any legal liability.
If you fire someone because they are black, you've engaged in actionable employment discrimination. If you fire the same person, in the same circumstances, because you've noticed that they were late to work by 10 minutes every day this month but recorded their hours as if they came on time, you've acted legally.
If you shoot someone in bear suit hovering over your toddler in your backyard at twilight believing it is a bear, you haven't committed a crime. If you realize that the person in the bear suit is your husband playing a prank and shoot anyway, you are guilty of aggravated assault or attempted murder if he lives, and murder if he doesn't.
If you buy a $200 refrigerator thinking that it's a bankruptcy fire sale price, you are not guilty of anything. But, if you know that the refrigerator was stolen because you hear the store owner talking about it in the back room, you are committing the crime of trafficking in stolen goods if you buy it.
If you record a song because it just comes to you when you've never heard it before, you haven't infringed a copyright. But if you've heard it (at least if you remember it) and then record it, you've infringed the copyright in the song (assuming you don't get permission to do so and the copyright is still valid, etc.).
What a person committing an act is thinking is part of what must be proven in court for someone to be guilty or liable in the case of all but a small minority of crimes and torts (i.e. civil wrongs which can be the basis of a lawsuit). Often, the element that involves what you are thinking as one part of a case that must be established in court is described with the latin phrase mens rea (which translates literally as "guilty mind").
Conversely, sometimes thoughts are not crimes or torts unless there are actions taken in connection with the thoughts.
If you carefully plan out a murder, but take no concrete actions to carry out your plan, you haven't committed a crime or tort. But, if you have planned out a murder and take significant affirmative acts to carry it out, you've committed attempted murder, even if those acts might not have constituted attempted murder if you took those actions for purposes unrelated to a plan to commit a murder.
Similarly, if you imagine a seven year old having sex with you in your head, you haven't committed a crime (although if you are a sex offender, doing so might prevent you from receiving parole), but if you download or make a video depicting that act, you've committed a crime.
To properly and definitely answer your question we must first define and agree on the definition of "illegal" so as to ensure it is purely and literally answering the question of, if whether or not there can be such a thing as an illegal thought.
As it pertains to the context, Merriam-Webster Defines "illegal" as:
not according to or authorized by law : unlawful, illicit also : not sanctioned by official rules (as of a game)
By that definition, it will be necessary also to establish what is defined as being "law". And, as defined by Oxford Languages (AKA Google's dictionary): Law is defined as...
the system of rules which a particular country or community recognizes as regulating the actions of its members and which it may enforce by the imposition of penalties.
With that established, it should then become apparent that to answer your question, we must first determine if having any sort of, or any particular type of, thought that could be observed or can be observed in order to be considered in violation of what has been established as being a law.
In The Literal Sense
Therefore, in the context of any city, county, state, federal, or otherwise government-established laws, at least as of 2022, a time when when the progression of neuroscience has yet to discover a methodology of "reading your mind" and as a result, has no means of enforcing any such law that prohibits any sort of particular thought, if one was to exist; then in terms of any sort of established authoritative power, there are no laws that I am currently aware of that exist today that would make any thought illegal,
Thus, in terms of having "illegal" thoughts or illegal thoughts existing, by the aforementioned regards, no, there is no such thing as an illegal thought because no law currently exists to enforce or regulate a restriction on a person's thought.
However, in more recent years and in the US, some laws have been proposed that prohibits the teaching of certain topic matters relating to race, American history, politics, sexual orientation, or gender identity which may be considered a proposed law attempting to limit and restrict indirectly the introduction of thoughts and ideas related to one or more of those topics. And, that may be a signal for some that we may one day in the future, see such laws being introduced that will attempt to make it illegal to have certain thoughts or ideas, especially if such proposed laws were eventually passed and if the technology was later discovered to interpret a person's thoughts that would enable enforcement of such laws. That is to say, perhaps one day there could be.
In Other Context
However, in the context of moral, religious and/or cannon laws that may rule over a man or woman not based on their physical location or of where they reside but by the faith that they entrust their beliefs in, and; whereas in some religions, it may be considered a violation of their religious teachings/beliefs and if such beliefs are also considered to some varying degree as a religious "law" but may not particularly reference said beliefs as "laws" literally speaking (i.e. "The Ten Commandments"), then in the context of a person's religious beliefs, it seems very plausible that "illegal thoughts" or what would be considered as illegal thoughts, do exist.
For example, in many of the version for the Christian Bible, which isn't a book of law per se, but is often referred to as a book of teachings that establish the moral guidelines of those who believe in it, contains text that suggests having mere thoughts of adultery is the same as committing adultery (or in some translation, has already "committed the sin").
...whosoever looketh on a woman to lust after her hath committed adultery with her already in his heart
-Matthew 5:28 in the King James Version of the Bible
Although the sexual activities that constitute adultery vary, as well as the social, religious, and legal consequences, the concept exists in many cultures and is similar in Christianity, Judaism and Islam. Then in that context, it is very possible for an illegal thought to exist if the thought violates a religious law of one's chosen faith.
Therefore in terms of the original question which specifies only a condition of location (Oregon or in the US), no, there is no such thing as an illegal thought unless one was also a member of a religious group that holds the belief that committing an illegal or "sinful" within one's thought says otherwise.