I have not heard anything about Dane County, but Delafield has run out of ballots. It should not be a problem as they have electronic voting machine also.
"The city encountered a similar situation earlier this year, when it ran short of ballots during the primary election. The remaining voters in that election cast their ballots on electronic machines, a solution that will also be used tonight."
City of Delafield runs out of ballots - Lake Country Reporter