Live in CA. Rentals in FL, TN, and IL. File state tax?

[Manson C.]

Hello,

I am a real estate investor in CA. I own rental properties in Florida, Tennessee, and Illinois. I already filed my federal and CA tax return. Do I need to file state return for FL, TN, and IL?

As far as I understand:

FL = 1-page tax return of DR-405 (Tangible Personal Property Tax Return) only.

TN = No need to file state return because TN has no income tax.

IL = Not sure??

Thanks!