I am a citizen of the U.S and reside in California if I get married with someone who is illegal and still lives in Mexico is there a way he can come to the U.S legally?

If they live in Mexico how are they illegal ? Are they a US citizen living illegally in Mexico, ( did not know that was a big problem?)
If they are a citizen of Mexico and lives in Mexico they are legal. If they lived in the US with out proper visa they would be illegal.

But since they are in Mexcio all they have to do is apply at the US embassy for the proper visa paperwork. A US immigration attorney may help with this.

But you are free to move to mexico and be with them for the couple years it may take to get the paper work done and approved.

You must meet certain requirements, and if the term "illegal" here means he has entered US without inspection or has been deported, then you must discuss this issue with experienced immigration attorney.