I have rental property in Illinois. I live in California. For my CA state taxes, do I follow Illinois or California depreciation rules for this rental property?

[SLHT]

I made improvements on my rental property that qualify for bonus depreciation on my federal tax return. Illinois allows bonus depreciation, but California does not.

[Mike9241]

IL uses federal rules for depreciation and CA uses it's rules so the income/loss reported for the property will differ between the two states. your credit for IL taxes on CA, if any,  will likely be based on revising the income reported on IL to that reported for CA purposes. Do IL before the CA. 

[BruceT]

I have a second home in IN. We live in CA. where do I enter expenses taxes and interest?

[npierson7]

You can deduct property taxes and mortgage interest paid for your second home on your Schedule A, Itemized deductions

Itemized Tax Deductions