I am a resident of CA, but am also filing non-resident IL tax returns because I had some IL-source income during 2010. Apparently, I cannot e-file and have to mail a paper return since I have never filed IL taxes before. I was wondering if I only need to include W-2s that show IL taxes withheld, or if all W-2s for myself and my spouse need to be included.

I know I can include all just to be safe, but since some W-2s have no IL tax withheld, I don't have multiple state copies for these W-2s.

You need to send a copy of all w-2s with each form resident and non resident if need be you can photo copy the forms so you have the extra ones to send. I prepare taxes for H&R Block and that is how they request them.