I worked for one employer in California, but we went to New York and Illinois for events. I have 3 version of W2s. How do I file? Am I supposed to pay the $44.99/state?

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.

Thanks Daniel, however I was told this is all ONE W2, which contain the workstate earnings... I have TurboTax Deluxe. I was paid by ONE employer in California. Why do I need to file per state if I was a non-resident?

If you worked in Illinois and NY, you should have amounts listed for each state on the W2.  Regardless, each state is allowed to tax the income you earned while working in each state.  Where your company is from makes no difference to Illinois and New York.  What matters is that you worked inside of each states' borders.