State tax filing

The thing is, IL did not refund the excess that my employer withheld when I was not working in IL. They require a letter from my employer to refund this but my employer refused to provide it. I'm now trying to claim tax credit with CA to avoid being double-taxed. But according to the calculation (paying $1000 to CA on a wage that's already taxed in IL) I am still being double-taxed.