I got a call from a supposed debt collector saying I didnt file 2016 taxes for the state of Illinois. I have found the documents on here. Are there scams like this?

Contact your state and see if it's legit.  Maybe you filed but didn't pay the tax due?  Some states do use a debt collector.  

In illinois that doesn't happen unless you ignore multiple notices to pay past-due taxes. did you move? Turbotax gets no updates so call IDR

" Clearly shows in the filing the state that is saying I paid."

Where do you see that you paid?  TurboTax never knows how, when or even if you paid your tax due.  Your own bank or credit card records are your only proof that you paid.  Find your bank statement or credit card statement to show to the state.