I had a client a while back who moved from Illinois to Texas, mid-year.  There is some property-tax credit that needs to be pro-rated, if that is being claimed.  Maybe some other deductions or credits.  I would file a part-year Illinois return.  Hope he has a US address, but not in Califronia, because they'll come after him in a few years for a state return.  

"Whatsoever things are true" (Philippians 4:8)