You will have a filing requirement in all three states. If you are using a version of TurboTax that is not free and you wish to file the state returns in TurboTax, there is a charge for each state.
You will file nonresident returns for Illinois and New York Both of those states will tax the income you received working in each. California taxes all of your income because you live there. If you choose to file all three state returns through TurboTax, you will want to prepare the two nonresident state returns first. This way, the credit for taxes paid to the other states will transfer over to your California return.
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